Put . Then
and . The Poisson central limit theorem gives
Since ,
Equivalently, the characteristic function of the left-hand side is
which is the characteristic function of that centered normal distribution.
The Poisson central limit theorem, or the ordinary central limit theorem applied to the , gives for a standard normal random variable . The negative-part map is continuous, so the continuous mapping theorem gives
If has a Poisson distribution, then as . The Poisson central limit theorem standardizes by mean and variance ; the cutoff tends to zero. Squeezing between fixed nearby cutoffs and using continuity of the standard normal distribution function gives the limit.