The sum of the power series
with positive radius of convergence. If the generating function is
known, then properties of the Taylor coefficients of analytic
functions are used in the study of the sequence

.
The generating function
exists, under certain conditions, for polynomials

that are orthogonal over some interval

with respect to a weight

.
For
classical orthogonal polynomials
the generating function can be explicitly represented in terms of the weight

,
and it is used in calculating values of these polynomials at
individual points, as well as in deriving identity
relations between these polynomials and their derivatives.
In probability theory, the generating function of a
random variable
taking integer values
with probabilities
is defined by
Using the generating function one can compute the probability distribution of

,
its mathematical expectation and its variance:
The generating function of a random variable

can also be defined as the mathematical expectation of the random variable

,
i.e.

.