A useful method of moments in probability states that if real random variables have all moments, for every integer , and is the moment sequence of a moment-determinate probability distribution, then converges to that distribution in the sense of convergence in distribution. In particular, convergence to the standard normal distribution follows from limiting odd moments zero and limiting even moments . The moment-generating function of a standard normal variable, finite in a neighbourhood of zero, ensures moment determinacy.
For the classical Erdős-Kac theorem, put and choose, for example, , with a harmless modification for small . Truncate the prime omega function to primes . The omitted number of distinct prime factors of any is at most , since a product of omitted primes exceeds . Thus this truncation changes the normalized variable by uniformly. Also, the Mertens theorem for reciprocal primes gives
Part (b) transfers every fixed normalized central moment of the truncated prime omega function to the independent Bernoulli random variables model. Indeed, its unnormalized error is at most , using , and this tends to zero for each fixed . In the independent expansion, any singleton index has zero expectation; the leading contributions are pairings, giving exactly the standard normal distribution moments, while blocks of size at least three are negligible after normalization. The method of moments in probability, followed by the uniformly negligible truncation and centering errors, proves the Erdős-Kac theorem.
The same strategy proves the bounded-prime-weight form in part (a). Choose slowly enough that . The omitted weighted contribution is ; its mean is likewise , and its independent variance is by the Mertens theorem for reciprocal primes. Hence the truncated model has the same normalization, and part (b) again transfers each fixed central moment.