Question: We call recurrent if f = 1 and transient if f < 1. Let un be the probability that occurs at time n.

We call η recurrent if f = 1 and transient if f < 1. Let un be the probability that η occurs at time n. Show that the generating functions F(s) =

∞X n=1 fnsn, U(s) =

∞X n=0 unsn are related by U(s) = U(s)F(s) + 1, and deduce that η is recurrent if and only if P

n un = ∞.

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