A secretary for Messrs. Luce and Mallows

Abstract: We analyze the secretary problem in the case that the $n$ ranked items arrive not in uniformly random order but rather according to a certain type of Luce distribution or according to a Mallows distribution on the set $S_n$ of permutations of $[n]$. The secretary problem for the Mallows distributions with parameter $q\in(0,1)$ was analyzed in a previous paper; in this paper the case $q&gt;1$ is also analyzed. The Luce distribution with the class ${q_j}_{j=1}<sup>\infty$ of weights is related in a certain sense to the Mallows distribution with parameter $q$, but is more difficult to analyze. It turns out that for every $n$ and every strategy, the probabilities for the secretary problem when the smallest number is considered of highest rank for the Luce distribution with this class of weights coincides with those for the corresponding Mallows distribution. We analyze the asymptotic optimal strategy and corresponding limiting probability for the above cases, as well as for the Luce distributions with other classes of weights, such as the Sukhatme weights.