What kind of sports and games use mathematics beyond simple arithmetic? How is math applied to build strategies for these games?
Sailing could use mathematics in terms of astronavigation, tying knots, and force vectors. Billards also uses geometry and basic physics to line up shots and control the cue. Chess seems it would be related to Math but I'm not too sure how. Any form of gambling will take into account a betting strategy based on probability. I heard bridge is a game popular among math enthusiasts although I don't know how to play it.
Are there any more you can think of?
Have you heard of the game Go? There is a great deal of mathematical and probabilistic analysis of strategy in Go, especially in combinatorial game theory. Go, chess, and checkers are all zero-sum, perfect-information, partisan, deterministic strategy games. Go is often considered one of the most complicated games in the world due to the vastness of its move set and variance between individual games. Also, the concepts of infinity and repeated loops come up in the basic rules, see The Ko Rule.