Now, I dunno nuffin' 'bout no Statistics Theory, but I was able to graph this as a branching tree in a way that made sense to me and brought myself to what I thought was a satisfying conclusion.
Typed Response
The probability of the game reaching any particular round is given by P~G~=1/2^n^ where n is the number of rounds.
Probability of player "B," or the evens player, winning approaches 1/3 by P~B~=1/2^2^ + 1/2^4^ + 1/2^6^ + 1/2^8^ ...
I determined the variables were dependent: Who wins the round is precisely dependent on the probability for having reached that round. Arguably this is correlation and not strict dependence, however.