The paper deals with the fast-slow motions setups in the discrete time Xε((n+1)ε)=Xε(nε)+εB(Xε(nε),ξ(n))\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$X^{\\varepsilon }((n+1){\\varepsilon })=X^{\\varepsilon }(n{\\varepsilon })+{\\varepsilon }B(X^{\\varepsilon }(n{\\varepsilon }),\\xi (n))$$\\end{document}, n=0,1,...,[T/ε]\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$n=0,1,...,[T/{\\varepsilon }]$$\\end{document} and the continuous time dXε(t)dt=B(Xε(t),ξ(t/ε)),t∈[0,T]\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\frac{dX^{\\varepsilon }(t)}{dt}=B(X^{\\varepsilon }(t),\\xi (t/{\\varepsilon })),\\, t\\in [0,T]$$\\end{document} where B is a smooth in the first variable vector function and ξ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\xi $$\\end{document} is a sufficiently fast mixing stationary stochastic process. It is known since (Khasminskii in Theory Probab Appl 11:211–228, 1966) that if X¯\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\bar{X}}$$\\end{document} is the averaged motion then Gε=ε-1/2(Xε-X¯)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$G^{\\varepsilon }={\\varepsilon }^{-1/2}(X^{\\varepsilon }-{\\bar{X}})$$\\end{document} weakly converges to a Gaussian process G. We will show that for each ε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\varepsilon }$$\\end{document} the processes ξ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\xi $$\\end{document} and G can be redefined on a sufficiently rich probability space without changing their distributions so that Esup0≤t≤T|Gε(t)-G(t)|2M=O(εδ),δ>0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$E\\sup _{0\\le t\\le T}|G^{\\varepsilon }(t)-G(t)|^{2\\,M} =O({\\varepsilon }^{{\\delta }}),\\,{\\delta }>0$$\\end{document} which gives also O(εδ/3)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$O({\\varepsilon }^{{\\delta }/3})$$\\end{document} Prokhorov distance estimate between the distributions of Gε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$G^{\\varepsilon }$$\\end{document} and G. This provides also convergence estimates in the Kantorovich–Rubinstein (or Wasserstein) metrics. In the product case B(x,ξ)=Σ(x)ξ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$B(x,\\xi )={\\Sigma }(x)\\xi $$\\end{document} we obtain also almost sure convergence estimates of the form sup0≤t≤T|Gε(t)-G(t)|=O(εδ)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\sup _{0\\le t\\le T}|G^{\\varepsilon }(t)-G(t)| =O({\\varepsilon }^{\\delta })$$\\end{document} a.s., as well as the Strassen’s form of the law of iterated logarithm for Gε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$G^{\\varepsilon }$$\\end{document}. We note that our mixing assumptions are adapted to fast motions generated by important classes of dynamical systems.