Concavity and sharp inequalities for a recursive sequence arising in game theory (Q1042747)

The authors study the sequence \(q(n)\) recursively defined as \(q(2)=\frac1{4}\) and \[ q(n)= \frac{n-1}{n}\big(1-2^{\frac1{1-n}}+q(n-1)^{\frac{n}{n-1}}\big), \quad n=3,4,\dots, \] where each \(q(n)\) represents a certain winning probability in a secretary problem with horizon \(n\). It is proved that the sequence \(q(n)\) is concave, subadditive and supermultiplicative in a strong sense. Furthermore, it is shown that \(q(n)\) converges towards its limit at the rate of \(n^{-1}\), as \(n \to \infty\).