Central limit theorem: Covergence in the norm $$\left\| u \right\|\left( {\int\limits_{ - \infty }^\infty {u^2 \left( x \right)e^{\frac{{x^2 }}{2}} dx} } \right)^{{\raise0.7ex\hbox{$1$} \!\mathord{\left/ {\vphantom {1 2}}\right.\kern-\nulldelimiterspace}\!\lower0.7ex\hbox{$2$}}} $$