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.