[gaming_mouse]

[ QUOTE ]
Not the bankroll fluctuations, but the bankroll itself.

[/ QUOTE ]

That's actually what I meant. I am not sure it is, though. Doesn't brownian motion assume equal step sizes?

If so, this is clearly not a good model for your bankroll. For example, what if the question was a 25BB downswing rather than 100? Clearly the long term normal approximation will fail, right?

I may be misunderstanding you though....