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In this paper, we obtain the preasymptotic and asymptotic behavior and strong equivalences of the approximation numbers of the embeddings from the anisotropic Sobolev spaces to . We also get the preasymptotic behavior of the approximation numbers of the embeddings from the limit spaces of the anisotropic Sobolev spaces to . We show that both the above embedding problems are intractable and do not suffer from the curse of dimensionality.

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