Magnetic properties are investigated for the Kondo lattice by using the dynamical mean field theory (DMFT) and the continuous-time quantum Monte Carlo (CT-QMC). The DMFT +CT-QMC approach is extended so as to derive the anisotropic magnetic response in the antiferromagnetic phase. The longitudinal and transverse magnetic susceptibilities are numerically calculated in the antiferromagnetic phase. For the RKKY regime with a small Kondo coupling, the transverse susceptibility does not decrease below the transition temperature while the longitudinal susceptibility decreases as expected from the mean field picture. In the competing region between the RKKY interaction and the Kondo effect, however, both longitudinal and transverse susceptibilities decrease below the transition temperature. The obtained results naturally explain the temperature dependence of the magnetic susceptibility observed in CeT2Al10 (T = Ru, Os, Fe) family.
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