An amusing Hollywood story involves Alan Bennett’s play The Madness of George III being renamed The Madness of King George for its cinema version because of apparent concern in the marketing department that audiences would assume the theatrical title to be the third part in a sequence of summer comedies called “The Madness of George” and choose not to see the movie without knowledge of the previous two.In dramatising fifteenth-century Scottish history, Rona Munro has avoided this problem by writing plays called James I, James II and James III, in a trilogy that had its world ­premiere on Sunday at the Festival Theatre in Edinburgh, launching the events of the official Festival.For the English, the line of Jameses becomes more familiar as it goes on, with James VI bec