The failure of Fatou's theorem on Poisson integrals of Pettis integrable functions

In this paper we prove that for every infinite-dimensional Banach space X a nd every 1 less than or equal to p < + infinity there exists a strongly mea surable X-valued p-Pettis integrable function on the unit circle V such tha t the X-valued harmonic function defined as its Poisson integral does not c onverge radially at any point of T, not even in the weak topology. We also show that this function does not admit a conjugate function. An application to spaces of vector valued harmonic functions is given. In the case that X does not have finite cotype we can construct the function with the additio nal property of being analytic, in the sense that its Fourier coefficients of negative frequency are null. In the general case we are able to give a c ountably additive vector measure, analytic in the same sense. (C) 1998 Acad emic Press.