We investigate multivariate integration for a space of infinitely times differentiable functions $mathcal{F}_{s, boldsymbol{u}} := {f in C^infty [0,1]^s mid | f |_{mathcal{F}_{s, boldsymbol{u}}} < infty }$, where $| f |_{mathcal{F}_{s, boldsymbol{u}}} := sup_{boldsymbol{alpha} = (alpha_1, dots, alpha_s) in mathbb{N}_0^s} |f^{(boldsymbol{alpha})}|_{L^1}/prod_{j=1}^s u_j^{alpha_j}$, $f^{(boldsymbol{alpha})} := frac{partial^{|boldsymbol{alpha}|}}{partial x_1^{alpha_1} cdots partial x_s^{alpha_s}}f$ and $boldsymbol{u} = {u_j}_{j geq 1}$ is a sequence of positive decreasing weights. Let $e(n,s)$ be the minimal worst-case error of all algorithms that use $n$ function values in the $s$-variate case. We prove that for any $boldsymbol{u}$ and $s$ considered $e(n,s) leq C(s) exp(-c(s)(log{n})^2)$ holds for all $n$, where $C(s)$ and $c(s)$ are constants which may depend on $s$. Further we show that if the weights $boldsymbol{u}$ decay sufficiently fast then there exist some $1 < p < 2$ and absolute constants $C$ and $c$ such that $e(n,s) leq C exp(-c(log{n})^p)$ holds for all $s$ and $n$. These bounds are attained by quasi-Monte Carlo integration using digital nets. These convergence and tractability results come from those for the Walsh space into which $mathcal{F}_{s, boldsymbol{u}}$ is embedded.
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