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P. Gilbert} and \\textit{F. Mosteller} [J. Am. Stat. Assoc. 61, 35-73 (1966)]. Since then, other work has appeared to extend their results, but all extensions to date have retained the assumption that the n numbers are observations on a sequence of independent random variables.    This paper considers the problem of finding the maximum on a generalized one-dimensional random walk. The process considered is \\(\\{Y_ i\\}_{i\\geq 0}\\), such that \\(Y_ i=Y_{i-1}+X_ i\\), where the \\(X_ i's\\) are i.i.d. continuous or discrete random variables, symmetric with respect to 0. Like in the usual secretary problem, the process must stop after n observations, and there is no recall. The objective is to maximize the probability of selecting the best (highest) of the n observations.    The authors consider a class of stopping rules \\(S_ 0,S_ 1,..\\). such that \\(S_ 0\\equiv 0\\), and \\(S_ k\\) is of the form ``let the first k-1 observations go by, and afterwards stop at the first observation which is better than all previous observations''. The main result of the paper states that the \\(S_ k's\\) are all optimal. 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