grandes-ecoles 2017 QIII.A.3

grandes-ecoles · France · centrale-maths2__mp Probability Generating Functions Recursive or recurrence relation via PGF coefficients
In this subsection, $X$ is a random variable taking values in $\mathbb{N}$ such that $\mathbb{P}(X = 0) > 0$.
For all $k \in \mathbb{N}^{*}$, show: $1 + \sum_{j=1}^{k} \left|\lambda_{j}\right| \leqslant \frac{1}{\mathbb{P}(X = 0)^{k}}$.
In this subsection, $X$ is a random variable taking values in $\mathbb{N}$ such that $\mathbb{P}(X = 0) > 0$.

For all $k \in \mathbb{N}^{*}$, show: $1 + \sum_{j=1}^{k} \left|\lambda_{j}\right| \leqslant \frac{1}{\mathbb{P}(X = 0)^{k}}$.