  We study the magnetic quantum phase transition in an anisotropic Kondo
lattice model. The dynamical competition between the RKKY and Kondo
interactions is treated using an extended dynamic mean field theory (EDMFT)
appropriate for both the antiferromagnetic and paramagnetic phases. A quantum
Monte Carlo approach is used, which is able to reach very low temperatures, of
the order of 1% of the bare Kondo scale. We find that the finite-temperature
magnetic transition, which occurs for sufficiently large RKKY interactions, is
first order. The extrapolated zero-temperature magnetic transition, on the
other hand, is continuous and locally critical.
