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Nothingness: Holes have nothing to with it. Ignoring the three to initiate somewhere else has nothing to do with it either. And I didn't say that with perfect play the first player wins. With perfect play, the first player cannot lose. Regardless of the arrangement of the holes.
What's essential is that all moves are always possible - that is, no move is required for a particular move (as with connect-4 for instance), nor do certain moves prohibit other moves (as for instance with chess). Furthermore, there's never a disadvantage of a move: a stone placed is <em>always</em> better than having no stone on that position. But that means that if there would be a strategy for the second player to win, the first player can adopt that strategy - by just playing a random first move, and then adopting the strategy that gives the win to the second player. Ergo, with perfect play, the second player cannot win.
Nothingness: I think white has a huge advantage - with perfect play, white cannot lose. Here's a proof.
Suppose a game is won for black (the second player) - that is, there is a strategy for black that always wins, regardless of how white plays. Then white starts by playing a random stone (this is never a disadvantage), and then adopting the strategy that wins the game for the second player. If that strategy requires placing a stone where white already had played a stone - white plays the stone at a random position. But that means white wins, contradicting the hypothesus that the game would be won for black. Ergo, there is no winning strategy for black if white doesn't make a mistake.
This 'proof' works for any game where placed stones don't move, and don't influence placement of other stones, and where having a stone at a certain position is never a hindrance. Examples outside PahTum include Five in Line, and Hex.
BIG BAD WOLF: It's not hard to prove that with best play, black has at most a draw, so white showing an advantage in the statistics isn't quite a surprise. However, giving black a win in case of a draw might tilt the balance too much into blacks favour - although the current statistics show otherwise. A swap rule, or a bid for the right of going first might be possible too.
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