Past exam of the mathematics course of the University of Cambridge / 2023 / ia / Paper 2 / 12F / b / Solution

Let $d_n$ be the probability of extinction by generation $n$. Conditioning on the initial individual's offspring givesThe events increase to eventual extinction, so $d_n\uparrow d$ and continuity gives $d=G_X(d)$. If $r\ge 0$ is any other fixed point, induction from $d_0=0\le r$ and monotonicity of $G_X$ gives $d_n\le r$ for every $n$. Hence $d\le r$, proving the Galton-Watson extinction fixed point characterization.