We provide two proofs of the central limit theorem (up to Lévy’s continuity theorem), one using cumulants and the other using moments. As a bonus, we also prove the asymptotic normality of the number of distinct prime factors of a ‘random’ integer. Our account follows the exposition in the book The semicircle law, free random variables and entropy.
This talk was given at the Toronto Student Seminar on 20/1/2010.