1. The problem statement, all variables and given/known data I have a Stochastic Processes test coming up soon and we are taught about the first passage decomposition. I understand this but it then says that it changes it to a generating function 2. Relevant equations Generating function Pij(s) = Ʃ pij(n)sn and Fij(s) = Ʃ fij(n)sn What does this generating function actually mean and what is the difference between Pij(s) and Fij(s)???