A convergent version of Watson’s lemma for double integrals

A modification of Watson’s lemma for Laplace transforms ∞ 0 f(t) e−zt dt was introduced in [Nielsen, 1906], deriving a new asymptotic expansion for large |z| with the extra property of being convergent as well. Inspired in that idea, in this paper we derive asymptotic expansions of two-dimensional Laplace transforms F(x, y) := ∞ 0 ∞ 0 f(t,s) e−xt−ys dt ds for large |x| and |y| that are also convergent. The expansions of F(x, y) are accompanied by error bounds. Asymptotic and convergent expansions of some specialfunctions are given as illustration.Open access funding provided by Universidad Pública de Navarr