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In this book the authors give the first necessary and sufficient conditions for the uniform convergence a.s. of random Fourier series on locally compact Abelian groups and on compact non-Abelian groups. They also obtain many related results. For example, whenever a random Fourier series converges uniformly a.s. it also satisfies the central limit theorem. The methods developed are used to study some questions in harmonic analysis that are not intrinsically random. For example, a new characterization of Sidon sets is derived.The major results depend heavily on the Dudley-Fernique necessary and sufficient condition for the continuity of stationary Gaussian processes and on recent work on sums of independent Banach space valued random variables. It is noteworthy that the proofs for the Abelian case immediately extend to the non-Abelian case once the proper definition of random Fourier series is made. In doing this the authors obtain new results on sums of independent random matrices with elements in a Banach space. The final chapter of the book suggests several directions for further research.

Harmonic analysis. Fourier analysis --- Fourier series. --- Harmonic analysis. --- Fourier, Séries de --- Analyse harmonique --- 517.518.4 --- Fourier series --- Harmonic analysis --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Harmonic functions --- Time-series analysis --- Fourier integrals --- Series, Fourier --- Series, Trigonometric --- Trigonometric series --- Fourier analysis --- 517.518.4 Trigonometric series --- Fourier, Séries de --- Abelian group. --- Almost periodic function. --- Almost surely. --- Banach space. --- Big O notation. --- Cardinality. --- Central limit theorem. --- Circle group. --- Coefficient. --- Commutative property. --- Compact group. --- Compact space. --- Complex number. --- Continuous function. --- Corollary. --- Discrete group. --- Equivalence class. --- Existential quantification. --- Finite group. --- Gaussian process. --- Haar measure. --- Independence (probability theory). --- Inequality (mathematics). --- Integer. --- Irreducible representation. --- Non-abelian group. --- Non-abelian. --- Normal distribution. --- Orthogonal group. --- Orthogonal matrix. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability. --- Random function. --- Random matrix. --- Random variable. --- Rate of convergence. --- Real number. --- Ring (mathematics). --- Scientific notation. --- Set (mathematics). --- Slepian's lemma. --- Small number. --- Smoothness. --- Stationary process. --- Subgroup. --- Subset. --- Summation. --- Theorem. --- Uniform convergence. --- Unitary matrix. --- Variance.