Given a sequence $(X_n)$ of real or complex random variables and a sequence of numbers $(a_n)$, an interesting problem is to determine the conditions under which the series $\sum_{n=1}^\infty a_n X_n$ is almost surely convergent. This paper extends the classical Menshov--Rademacher theorem on the convergence of orthogonal series to general series of dependent random variables and derives interesting sufficient conditions for the almost everywhere convergence of trigonometric series with respect to singular measures whose Fourier transform decays to 0 at infinity with positive rate.