Series expansions of probability generating functions and bounds for the extinction probability of a branching process

Abstract

In the Taylor series expansion about s = 1 of the probability generating function f(s) of a non-negative integer-valued random variable with finite nth factorial moment the remainder term is proportional to another p.g.f. This leads to simple proofs of other power series expansions for p.g.f.'s, including an inversion formula giving the distribution in terms of the moments (when this can be done). Old and new inequalities for the extinction probability of a branching process are established.