 Solution

Because $s>1$, the function $t\mapsto s^t$ is increasing and nonnegative. Thus $\{X\ge x\}=\{s^X\ge s^x\}$. Applying Markov's inequality to the nonnegative random variable $s^X$, whose expected value is finite by assumption, yieldsUnder the usual probability generating function convention $X$ takes nonnegative integer values. The argument itself works for any real random variable if $G_X(s)$ is understood as the finite expected value $\mathbb{E}[s^X]$.