I was recently looking at a copy of the Mathematics Magazine from 2004 and was reading Q944 (here). It asks this:
Show that for positive integer $n$, $$\sum_{k=0}^n(-1)^k\binom nk\binom{2n-k}n=1.$$
The solution is here. Basically, if we let $S_n$ be the sum, we find that we can write $$S_n=\sum_{k=0}^na_{n-k}b_k,$$ where $a_k=(-1)^k\binom nk$ and $b_k=\binom{n+k}n$. Then we can find generating functions for $a_k$ and $b_k$. In particular, we find that $$\sum_{k=0}^na_kx^k=(1-x)^n$$ and $$\sum_{k=0}^\infty b_kx^k=\frac1{(1-x)^{n+1}}.$$
So far, all of this makes sense to me. Now for the final step of the solution, we note that $$\sum_{n=0}^\infty S_nx^n=\sum_{n=0}^\infty\left(\sum_{k=0}^na_{n-k}b_k\right)x^n=(1-x)^n\cdot\frac1{(1-x)^{n+1}}.$$
This last step doesn't really make a lot of sense to me. After all, aren't the generating functions for $a_k$ and $b_k$ dependent on $n$? And so, for example, don't we get that $a_1$ means different things depending on what $n$ is?
Sorry if I'm not being clear here--I'm having a bit of trouble formulating exactly what my confusion is. But, basically, if somebody could explain the last step in a bit more detail, that'd be fantastic.