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I've seen that ProgressIndicator#setValue() is not thread-safe, although the Book of Vaadin suggests that this method should be called from a background-thread. This might lead to weird problems (as always in concurrent programming ...).
yes, there are at least thesetickets about the issue already.
As a general guideline, all access to Vaadin component from external threads should be synchronized to the Application instance to ensure that no 'funny' effects will happen. I hope someone will fix the documentation/example about the ProgressIndicator also.