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The classical Mehler-Heine formula compares the \\(R_ n^{(\\alpha,\\beta)}\\) with the Bessel functions \\(J_{\\alpha}\\) of the first kind. This formula has been used in \\textit{L. Gallardo} [Adv. Appl. Probab. 16, 293-323 (1984; Zbl 0542.60071)] and, in a more general way, in \\textit{Voit} [ibid. 22, No.1, 68-87 (1990); Zbl 0719.60009)] to derive central limit theorems for random walks on the nonnegative integers whenever the transition probabilities are given in terms of the linearization coefficients of the polynomials \\(R_ n^{(\\alpha,\\beta)}\\). The limit has been a Rayleigh distribution. This fundamental paper deals with the two-dimensional situation. Let \\(R^{\\alpha}_{m,n}\\) be the so-called disk polynomials which are defined by  \\[  R^{\\alpha}_{m,n}(\\rho e^{i\\theta})=e^{i(m-n)\\theta} \\rho^{| m-n|}R_{m\\wedge n}^{(\\alpha,| m- n|)}(2\\rho^ 2-1).  \\]  These polynomials are orthogonal with respect to a measure supported by the unit ball in \\({\\mathbb{R}}^ 2\\). If \\(\\alpha =d- 2>0\\), \\(d\\in {\\mathbb{N}}\\), then the \\(R^{\\alpha}_{m,n}\\) may be interpreted as the zonal spherical functions of the Gelfand pair (U(d),U(d-1)). As a main result it is shown that  \\[  \\lim_{n,m\\to \\infty}R^{\\alpha}_{m,n}(\\cos \\frac{x}{2\\sqrt{mn}})=2^{\\alpha}\\Gamma (\\alpha +1)x^{-\\alpha}J_{\\alpha}(x)  \\]  uniformly on compact intervals where bounds for the rate of convergence of this limit are given. This two-dimensional version of the Mehler-Heine formula is applied to Markov chains on \\({\\mathbb{N}}_ 0\\times {\\mathbb{N}}_ 0\\) where the transition probabilities are associated with the polynomials \\(R^{\\alpha}_{m,n}\\). This leads to a new type of a central limit theorem where the limit distribution, a two-dimensional analog of the Rayleigh distribution, is supported by \\([0,\\infty [^ 2\\) and has the Lebesgue density  \\[  \\frac{2^{\\alpha +1}}{\\sqrt{2\\pi}\\Gamma (\\alpha +1)}(xy)^{\\alpha}(x+y)e^{-(x+y)^ 2/2}\\quad (x,y\\geq 0). 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