A classical result of Fatou gives that every bounded holomorphic function on the disc has radial limits for almost every point in the torus, and the limit function belongs to the Hardy space H_\infty of the torus. This property is no longer true when we consider vector-valued functions. The Banach spaces X for which this property is satisfied are said to have the analytic Radon-Nikodym property (ARNP). Some important equivalent reformulations of ARNP are studied in this chapter. Among others, X has ARNP if and only if each X-valued H_p- function f on the disc has radial limits almost everywhere on the torus (and not only H_\infty-functions). Even more, in this case each such f has non-tangential limits within any Stolz region. The basic tools are subharmonic functions and certain maximal inequalities. Finally, it is shown that if X has the ARNP, then every L_p of functions taking values in X with a finite measure also has ARNP.

Given a Banach space X, we consider Hardy spaces of X-valued functions on the infinite polytorus, Hardy spaces of X-valued Dirichlet series (defined as the image of the previous ones by the Bohr transform), and Hardy spaces of X-valued holomorphic functions on l_2 ∩ B_{c0}. The chapter is dedicated to study the interplay between these spaces. It is shown that the space of functions on the polytorus always forms a subspace of the one of holomorphic functions, and these two are isometrically isomorphic if and only if X has ARNP. Then the question arises of what do we find in the side of Dirichlet series when we look at the image of the Hardy space of holomorphic functions. This is also answered, showing that this consists of Dirichlet series for which all horizontal translations (those whose coefficients are (a_n/n^ε)) are in \mathcal{H}_p with uniformly bounded norms. Also, a version of the brothers Riesz theorem for vector-valued functions is given.

For each 1 ≤ p ≤ ∞, the Hardy space \mathcal{H}_p of Dirichlet series is defined as the image through the Bohr transform of the Hardy space of functions on the infinite-dimensional polytorus. The Dirichlet polynomials are dense in \mathcal{H}_p for every 1 ≤ p < ∞. For p=2 this coincides with the space of Dirichlet series whose coefficients are square-summable. A Dirichlet series with coefficients a_n belongs to\mathcal{H}_p if and only if the series with coefficients a_n/n^ε is in \mathcal{H}_p for every ε >0 and the norms are uniformly bounded. In this case, the series is the limit as ε tends to 0. As a technical tool to see this, vector-valued Dirichlet series (that is, series with coefficients in some Banach space) are introduced, and some basic definitions and properties (such as the convergence abscissas, Bohr-Cahen formulas) are given.