This article is an extended version of a lecture given in Oxford on
12 May 1995
at the invitation of the London Mathematical Society and the British Society for the
History of Mathematics.
Contents
1. A few figures
2. Taylor series before 1900. A strange statement of Borel
3. Fourier series before 1900. A strange field
4. Brownian motion around 1900. A rising subject
5. Fourier and Taylor series after 1900. A revival
6. Lacunarity and randomness
7. The appearance of random series of functions
8. The Wiener theory of Brownian motion
9. The merging of Brownian motion and random Fourier series
10. The non-differentiability and local behaviour of Brownian motion
11. Three ways to figure out the Brownian motion
12. The plane Brownian motion
13. Applications of Brownian motion to Taylor series and analytic functions
14. Applications of Brownian motion to Fourier series and harmonic analysis