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The process is indexed by functions \\(f\\) defined on \\([0,1]\\) and belonging to some class \\(\\mathcal H\\). The main result is as follows: Given a sequence \\(X_1,\\dots,X_n\\) of independent mean zero random variables satisfying a generalized Sakhanenko condition, suppose \\(N_1,\\dots,N_n\\) are independent mean zero Gaussian r.v. with \\(\\text{Var }N_i=\\text{Var }X_i\\) for all \\(i\\) and defined on \\((\\Omega,{\\mathcal F},P)\\). Then a sequence \\(\\widetilde X_1,\\dots,\\widetilde X_n\\) of independent r.v. can be constructed on \\(\\Omega\\) such that \\(\\widetilde{X}_i\\overset {d}= X_i\\) for all \\(i\\) and  \\[ \\sup_{f\\in{\\mathcal H}} P\\left(\\left|\\sum_{i=1}^n f(i/n)(\\widetilde X_i - N_i)\\right|> \\lambda_n^{-1}x \\log^2 n\\right)\\leq c_1\\exp\\{-c_2 x\\} \\]  for \\(x\\geq 0\\), where \\(\\mathcal H\\) is the H\u00f6lder ball of smoothness 1/2 while \\(\\lambda_n\\) appears in generalized Sakhanenko condition. The main reason for a construction with the supremum outside the probability is that otherwise a substantial loss of the classical \\(n^{-1/2}\\log n\\) rate of approximation occurs. 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