Lyapunov condition
$$\lim_{n\to\infty} \frac{E|V_n-E(V_n)|^{2+\Delta}}{n^{\Delta/2}\sigma^{2+\Delta}V_n}$$
is to be prove for $\Delta=0$, where
$$V_n=\frac{1}{h}\exp\left\{-\left(\frac{j-x}{h}
+\exp\left\{-\frac{j-x}{h}\right\}\right)\right\}$$
iid distributed and $\sigma^2$ is variance of $V_n$. For this purpose first I have to calculate $E(V_n)$. Can any one help me how to compute this??? I have just little idea that $2+\Delta$ will be applied on function$V_n$, so what's next. Thanks in advance.