Tractability of infinite-dimensional integration in the worst case and randomized settings (Q647921)

The authors consider the approximation of integrals of functions \(f\) with infinitely many variables in worst case and randomized settings. Here the class of \(\infty\)-variate functions \(f\) is build as an infinite sum of weighted tensor products of a reproducing kernel Hilbert space of scalar functions. The authors extend results from \textit{F. Y. Kuo, I. H. Sloan, G. W. Wasilkowski} and \textit{H. Woźniakowski} [J. Complexity 26, No.~5, 422--454 (2010; Zbl 1203.65057)] to more general function spaces. Mainly, the complexity and polynomial tractability of approximating integrals of such \(\infty\)-variate functions is studied. Polynomial tractability means that the \(\varepsilon\)-complexity (that is the minimal cost of all algorithms whose worst case errors are \(\leq \varepsilon\)) is \({\mathcal O}(\varepsilon^{-p})\), where the smallest \(p\leq 0\) is the exponent of tractability. The authors determine upper bounds of the tractability exponent and show that some bounds are sharp.