[pzhon]

[ QUOTE ]

[ QUOTE ]
The analogous statement is false for asymmetric intervals.

[/ QUOTE ]

This should be clear from the fact that if there are 2n chips, only the leader can win in n steps.

[/ QUOTE ]
Right. It's also false in the continuous case, where you can't make an argument like that quite as easily, but you can still show that a nearly instantaneous vistory is much more likely for the player who starts with the larger stack. Qualitatively, how does the conditional probability of winning vary with time?