Estimates for the rate of strong approximation in Hilbert space

Abstract

The aim of this paper is to investigate, which infinite dimensional consequences follow from the main results of recently published paper of the authors (2009) (see Theorems 2 and 3). We show that the finite dimensional Theorem 3 implies meaningful estimates for the rate of strong Gaussian approximation of sums of i.i.d. Hilbert space valued random vectors $\xi_j$ with finite moments $E |\xi_j|^\gamma$, $\gamma>2$. We show that the rate of approximation depends substantially on the rate of decay of the sequence of eigenvalues of the covariance operator of summands.