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The comparison with the strictly related results of \\textit{M. Jones} [J. Multivariate Anal. 34, No. 2, 238-253 (1990; Zbl 0753.60042)] for the case when \\(X_ i\\), \\(i=1,2,\\dots\\), are independent random variables is given. The review of the prophet problems in the optimal stopping can be found in the paper by \\textit{T. P. Hill} and \\textit{R. P. Kertz} [Strategies for sequential search and selection in real time, Proc. Conf., Amherst/MA (USA) 1990, Contemp. 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