English

The secretary problem with biased arrival order via a Mallows distribution

Probability 2021-12-02 v3

Abstract

We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter q(0,1)q\in(0,1), so that higher ranked items tend to arrive later and lower ranked items tend to arrive sooner. In the classical problem, the asymptotically optimal strategy is to reject the first MnM_n^* items, where MnneM_n^*\sim\frac ne, and then to select the first item ranked higher than any of the first MnM_n^* items (if such an item exists). This yields 1e\frac1e as the limiting probability of success. The Mallows distribution with parameter q=1q=1 is the uniform distribution. For the regime qn=1cnq_n=1-\frac cn, with c>0c>0, the case of weak bias, the optimal strategy occurs with Mnn(1clog(1+ec1e))M_n^*\sim n\Big(\frac1c\log\big(1+\frac{e^c-1}e\big)\Big), with the limiting probability of success being 1e\frac1e. For the regime qn=1cnαq_n=1-\frac c{n^\alpha}, with c>0c>0 and α(0,1)\alpha\in(0,1), the case of moderate bias, the optimal strategy occurs with nMnnαcn-M_n\sim\frac{n^\alpha}c, with the limiting probability of success being 1e\frac1e. For fixed q(0,1)q\in(0,1), the case of strong bias, the optimal strategy occurs with Mn=nLM_n^*=n-L where L1L<qLL+1\frac{L-1}L<q\le \frac L{L+1}, with limiting probability of success being (1q)qL1L>1e(1-q)q^{L-1}L>\frac1e.

Keywords

Cite

@article{arxiv.2111.00567,
  title  = {The secretary problem with biased arrival order via a Mallows distribution},
  author = {Ross G. Pinsky},
  journal= {arXiv preprint arXiv:2111.00567},
  year   = {2021}
}

Comments

There was a mix-up between the permutation and the inverse permutation at one stage in the proof of Theorem 2. This has been corrected

R2 v1 2026-06-24T07:19:56.150Z