Stochastic processes, harmonic analysis and Wiener-Khinchine theorem. Random walk, Brownian motion and diffusion. Langevin equation, fluctuation dissipation theorem and Einstein relation. Master equation and Fokker-Planck equation. Boltzmann equation, collision integral and H-theorem. Elementary transport theory and calculation of transport coefficients. Linear reponse theory and Karmers-Kronig relations. Quasi-thermodynamic theory of fluctuations and Onsager reciprocal relations. Far-from equilibrium systems and Jarzynski equality. Colisionless plasma, Vlasov equation and Landau damping.