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
For fixed real , Taylor's theorem for the exponential function gives
Substituting into the previous moment-generating function,
The continuity theorem for moment-generating functions states that, if the moment-generating functions of and are finite on a common open interval containing zero and throughout that interval, then . Here finiteness holds for all real , and the limit is the moment-generating function of a standard normal variable. Therefore
This proves the required instance of the Poisson central limit theorem directly from moment-generating functions; no appeal to a general central limit theorem is needed.
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.