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For fixed $\theta >0$, a geometric mutation count in a coalescent epoch with mean ${\mu }_i=\theta /i$ has third moment ${\mu }_i+6{\mu }_i^2+6{\mu }_i^3$. The centered absolute third moment is at most $4\mathbb{E}[Y_i^3]+4{\mu }_i^3$, so its sum is $O(\log n)$. The total variance is asymptotic to $\theta \log n$, making the Lyapunov condition with $\delta =1$ hold. Rescaling by the harmonic sum gives the displayed limit. At $\theta =0$ the estimator is identically zero and the limit is degenerate. The variance of the Watterson estimator decreases only logarithmically with sample size at a fixed nonrecombining locus.

The independent mutation counts in coalescent epochs have the geometric mutation count in a coalescent epoch laws. Summing their expectations and variances gives the displayed formulas, where $H_m={\sum }_{i=1}^{m}1/i$ and $H_m^{(2)}={\sum }_{i=1}^{m}1/i^2$. The extra quadratic term records randomness of the ancestral tree, beyond the conditional Poisson distribution variance.

Conditioning on the epoch length gives the probability generating functionThe Laplace transform of an exponential distribution then yieldsThis is the geometric mutation count in a coalescent epoch. With the zero-based geometric distribution convention,At $\theta =0$, this reduces to $Y_j=0$ almost surely.