The integral is a rescaled Scorer Hi function. It has the three useful limits
For the negative-argument limit, scale and use the dominated convergence theorem. At zero, substitute and use the Gamma integral. For the positive-argument limit, the exponent has its maximum at , with second derivative ; Laplace's method gives the displayed factor. These estimates describe a cubic endpoint-to-saddle transition.
One convenient version of Watson's lemma is the following. Suppose is integrable away from zero and has, as , an asymptotic expansion , where . On a finite interval, or on an infinite interval with suitable exponential growth control,
To prove a finite truncation, split the integral at a fixed small . The part away from zero is exponentially small. On subtract the first local terms and bound the remainder by ; its integral is . Extending each polynomial integral to infinity changes it only exponentially, and the substitution produces the Gamma integral. A little-o local remainder gives the corresponding little-o asymptotic remainder. This is a proof by localization and remainder bounds, rather than merely formal integration of a series.
For the monotone-phase integral, assume the derivatives needed below exist and are bounded near , and the rest of the integral is controlled. Put . Since , this is a regular endpoint coordinate and
Differentiating with gives and . Watson's lemma therefore gives the two-term monotone-endpoint Laplace expansion
An remainder follows, for example, from a sufficiently smooth transformed amplitude with bounded second derivative near zero. The displayed second coefficient can vanish for special amplitudes without changing the expansion.
The unheaded transition request concerns a cubic endpoint-to-saddle transition. Near its exponent has the expansion
At the cubic endpoint has size . Requiring the linear term to contribute on the same scale gives . Thus the distinguished limit and its uniform leading integral are
For fixed , the substitution makes the omitted exponent terms on bounded intervals. Cubic decay controls the remaining tail, while the original interval away from zero is exponentially negligible. The estimate is uniform for in compact sets. In the printed range , ; the same transition integral also makes sense for negative fixed .
At , the Gamma integral gives , recovering the cubic endpoint regime. For , scale and expand to obtain . Its leading term gives , recovering the ordinary endpoint regime in their overlap. Both matching limits are therefore checked explicitly.
The three fixed- estimates below cease to be uniform as the minimum of the phase approaches the endpoint. For the cubic endpoint-to-saddle transition, write
The Taylor series of the hyperbolic sine gives, for bounded and fixed ,
The cubic term controls the tail, so localization of the Laplace integral gives the uniform leading formula
Here is the cubic Laplace transition integral, equal to in terms of the Scorer Hi function.
To recover the endpoint regime, let . Scale in ; the cubic term becomes negligible and . Therefore
which agrees with part (i) in the overlap . At , the Gamma integral gives , recovering part (iii).
For , set . The exponent has its maximum at , with second derivative . Thus Laplace's method gives
and the transition formula becomes
For with , part (ii) has
Putting reproduces both the exponential and its prefactor. For relative agreement of these leading exponentials, one may use the overlap , which makes . Thus the same transition integral connects all three regimes.
Figure 1.
The cubic endpoint-to-saddle transition
. Direct numerical integration of the original phase approaches the same cubic transition function as the large parameter increases. Negative transition parameter places the minimum inside the interval; positive parameter leaves an ordinary endpoint minimum. Details.