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Pioneering work on this topic was done by \\textit{V. A. Kaimanovich} and \\textit{H. Masur} [Invent. Math. 125, No. 2, 221--264 (1996; Zbl 0864.57014)] and in [\\textit{V. A. Kaimanovich}, Ann. Math. (2) 152, No. 3, 659--692 (2000; Zbl 0984.60088)]. In these two papers, the authors made connections between mapping class group actions, the theory of discrete groups acting on negatively curved spaces and the theory of lattices in Lie groups acting on homogeneous space. In the paper under review, the authors discuss the relations between random walks on Teichm\u00fcller spaces compactified by the space of projective equivalence classes of measured foliations, and the Patterson-Sullivan theory of conformal measures, a theory that was started by \\textit{S. J. Patterson} in his paper [Acta Math. 136, 241--273 (1976; Zbl 0336.30005)] where one associates to each point \\(x\\) in the hyperbolic plane a quasi-invariant measure \\(\\nu_x\\) on the boundary of the space. This construction was later extended by Sullivan to any dimension, in his paper [\\textit{D. Sullivan}, Publ. Math., Inst. Hautes \u00c9tud. Sci. 50, 171--202 (1979; Zbl 0439.30034)]. Sullivan established deep connections between this theory, harmonic analysis, and the ergodic theory of geodesic flows.  The authors' aim in the paper under review is to illustrate how actions of mapping class groups on Teichm\u00fcller spaces or curve complexes reveal the nature of random walks and vice versa. These actions are naturally viewed as generalizations of the action of \\(\\mathrm{SL}(2,\\mathbb{Z})\\) on the hyperbolic plane. The authors emphasize the analogues of classical theorems such as laws of large numbers and central limit theorems with properties of harmonic measures under optimal moment conditions. They also explain the geometric analogy between Gromov hyperbolic spaces and Teichm\u00fcller spaces that has been used to adapt properties of random walks from one setting to the other.  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