Kinetic equations from Hamiltonian dynamics: Markovian limits

Dynamical processes in macroscopic systems are often approximately described by kinetic and hydrodynamic equations. One of the central problems in nonequilibrium statistical mechanics is to understand the approximate validity of these equations starting from a microscopic model. We discuss a variety of classical as well as quantum-mechanical models for which kinetic equations can be derived rigorously. The probabilistic nature of the problem is emphasized: The approximation of the microscopic dynamics by either a kinetic or a hydrodynamic equation can be understood as the approximation of a non-Markovian stochastic process by a Markovian process.

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