Estimates for the rate of strong approximation in Hilbert space

Friedrich Götze, Andrei Yu. Zaitsev

Published 2012-03-26Version 1

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.