A probabilistic two-pile game

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Abstract: We consider a game with two piles, in which two players take turn to add

a

or

b

chips (

a

,

b

are not necessarily positive) randomly and independently to their respective piles. The player who collects

n

chips first wins the game. We derive general formulas for

p_{n}

, the probability of the second player winning the game by collecting

n

chips first and show the calculation for the cases

a, b

=

- 1, 1

and

- 1, 2

. The latter case was asked by Wong and Xu cite{WX}. At the end, we derive the general formula for

p_{n_{1}, n_{2}}

, the probability of the second player winning the game by collecting

n_{2}

chips before the first player collects

n_{1}

chips.

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