Past exam of the mathematics course of the University of Cambridge / 2010 / ia / Paper 2 / 11F / a / Solution

Conditional on $X_n=m$, the next generation is the sum of $m$ independent offspring counts, each with probability generating function $F_1(s)$. HenceThis also holds for $m=0$, when the empty sum is zero and the empty product is one. The law of total expectation givesFor complex $|s|\le 1$, the expectations are absolutely bounded because $|F_1(s)|\le 1$. This proves the branching-process generating-function iteration, with $F_0(s)=s$.