This is a unique, essentially self-contained, monograph in a new field of fundamental importance for Representation Theory, Harmonic Analysis, Mathematical Physics, and Combinatorics. It is a major source of general information about the double affine Hecke algebra, also called Cherednik's algebra, and its impressive applications. Chapter 1 is devoted to the Knizhnik-Zamolodchikov equations attached to root systems and their relations to affine Hecke algebras, Kac-Moody algebras, and Fourier analysis. Chapter 2 contains a systematic exposition of the representation theory of the one-dimensional DAHA. It is the simplest case but far from trivial with deep connections in the theory of special functions. Chapter 3 is about DAHA in full generality, including applications to Macdonald polynomials, Fourier transforms, Gauss-Selberg integrals, Verlinde algebras, and Gaussian sums. This book is designed for mathematicians and physicists, experts and students, for those who want to master the new double Hecke algebra technique.

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