In the books, the Wild Hunt is mentioned as a phenomenon of ghostly riders appearing in the sky, and when Ciri gets to Tir ná Lia, she is introduced to Eredin's Red Riders, who later chase her throughout the worlds.
Was it stated in the books that these two groups are the same? I don't remember the connection being made when I read the books, so was it something the games (from Witcher 2 on) introduced?
We have the words of Eredin, talking to Ciri in The Lady of the Lake:
“Remember your legends. Legends about people missing and returning after a year, only to see the graves of their relatives covered by grass. Are you going to say that they were pure fantasy, things taken from stories? You are wrong. For centuries, people have been kidnapped, snatched by riders, by the Wild Hunt. Abducted, exploited and then thrown away like an empty shell once consumed. But do not expect to be that lucky, Zireael. You will die here, you will not see the graves of your friends.”
Chapter V; emphasis mine.
Though he doesn't explicitly say "My Dearg Ruadhri are the Wild Hunt", the fact that the world of Aen Elle has humans implies that they were abducted from somewhere, and that it was the Wild Hunt that brought them there.
I've been through The Lady of the Lake and I can't find anything beyond what Gallifreyan has already described. Eredin and/or the Red Riders do not appear in any other of the books so there is nothing directly relevent there.
However the Wild Hunt are described as skeletal figures on skeletal horses, which doesn't match Eredin's appearance. In The Time of Contempt we find:
The ghastly cavalcade turns and hurtles straight at her. The hooves of the spectral horses stir up the glow of the will o’ the wisps suspended above the swamps. At the head of the cavalcade gallops the King of the Wild Hunt. A rusty helmet sways above his skull-like face, its gaping eye sockets burning with a livid flame. A ragged cloak flutters. A necklace, as empty as an old peapod, rattles against the rusty cuirass, a necklace which, it is said, once contained precious stones, which fell out during the frenzied chase across the heavens. And became stars...
...
The King of the Wild Hunt spurs on his skeleton steed and erupts in wild, horrifying laughter.
(as it happens this also involved Ciri - the Wild Hunt were chasing her)
And in The Tower of Swallows we find:
At that moment sounded the howl of the fell beann’shie, the harbinger of imminent and violent death, and across the black sky galloped the Wild Hunt–a procession of fiery-eyed phantoms on skeleton horses, their tattered cloaks and standards fluttering behind them. So it was every few years. The Wild Hunt gathered its harvest, but it had not been this terrible for decades – in Novigrad alone over two dozen people went missing without a trace.
Of course it's possible that the skeletal appearance is a glamour that the Red Riders use for dramatic effect so this doesn't constitute proof that the Red Riders aren't the Wild Hunt. I also note that when Ciri first meets Eredin his horse has a bucranium (ox's skull) on its head:
The riders’ leader, a black-haired elf, sat on a dark bay stallion as huge as a dragon. It was adorned, like all the horses in the troop, in a caparison embroidered with dragon’s scales, and wore on its head a truly demonic horned bucranium.
though I'm not sure how well this tallies with previous descriptions of skeletal horses.
I think the conclusion has to be that from the books there isn't a definitive answer.
