Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics III / 5 / a / i / Solution

For a nonnegative integer-valued random variable, its probability generating function isThe convention $s^0=1$, including at $s=0$, gives $G(0)=p(0)$. The power series has absolute convergence for every real $|s|\le 1$, since ${\sum }_{j}p(j)|s{|}^j\le 1$. More generally its real domain as a finite expected value is $\{s\in \mathbb{R}:{\sum }_{j}p(j)|s{|}^j<\infty \}$, which may extend beyond $[-1,1]$. No extension beyond that guaranteed interval is automatic.