  Suppose $F$ is a self-affine set on $\mathbb{R}^d$, $d\geq 2$, which is not a
singleton, associated to affine contractions $f_j = A_j + b_j$, $A_j \in
\mathrm{GL}(d,\mathbb{R})$, $b_j \in \mathbb{R}^d$, $j \in \mathcal{A}$, for
some finite $\mathcal{A}$. We prove that if the group $\Gamma$ generated by the
matrices $A_j$, $j \in \mathcal{A}$, forms a proximal and totally irreducible
subgroup of $\mathrm{GL}(d,\mathbb{R})$, then any self-affine measure $\mu =
\sum p_j f_j \mu$, $\sum p_j = 1$, $0 < p_j < 1$, $j \in \mathcal{A}$, on $F$
is a Rajchman measure: the Fourier transform $\widehat{\mu}(\xi) \to 0$ as
$|\xi| \to \infty$. As an application this shows that self-affine sets with
proximal and totally irreducible linear parts are sets of rectangular
multiplicity for multiple trigonometric series. Moreover, if the Zariski
closure of $\Gamma$ is connected real split Lie group in the Zariski topology,
then $\widehat{\mu}(\xi)$ has a power decay at infinity. Hence $\mu$ is $L^p$
improving for all $1 < p < \infty$ and $F$ has positive Fourier dimension. In
dimension $d = 2,3$ the irreducibility of $\Gamma$ and non-compactness of the
image of $\Gamma$ in $\mathrm{PGL}(d,\mathbb{R})$ is enough for power decay of
$\widehat{\mu}$. The proof is based on quantitative renewal theorems for random
walks on the sphere $\mathbb{S}^{d-1}$.
