On random Hermite series

Abstract: We study integrability and continuity properties of random series of Hermite functions. We get optimal results which are analogues to classical results concerning Fourier series, like the Paley-Zygmund or the Salem-Zygmund theorems. We also consider the case of series of radial Hermite functions, which are not so well-behaved. In this context, we prove some L^p bounds of radial Hermite functions, which are optimal when p is large.