The quantum phase transition between paramagnetic and antiferromagnetic phases of the Kondo lattice model with Ising anisotropy in the intersite exchange is studied within the framework of extended dynamical mean-field theory. Nonperturbative numerical solutions at zero temperature point to a continuous transition for both two- and three-dimensional magnetism. In the former case, the transition is associated with critical local physics, characterized by a vanishing Kondo scale and by an anomalous exponent in the dynamics close in value to that measured in heavy-fermion CeCu_{5.9}Au_{0.1}.
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