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I am a graduate student, currently planning on self-studying non-equilibrium statistical mechanics. I have tried searching for literature myself, but no book/online course that I have found seems comprehensive yet friendly enough, so I would like to get recommendations for some good literature.

The subjects that I am interested to get a deep understanding about, include:

  1. Stochastic processes, Markovian and Gaussian processes, harmonic analysis, correlation functions, Wiener-Khintchine theorem.

  2. Brownian motion, random walk, diffusion equation, Einstein relations.

  3. Langevin equation, Fokker-Planck equation, Multiplicative random cascade

  4. Stochastic path integrals.

  5. Fluctuation dissipation theorem.

  6. Boltzmann equation, collision integral, τ-approximation, Boltzmann entropy, and H-theorem.

  7. Linear response theory, Kramers-Kronig relations, dielectric relaxation.

  8. Jarzynski equality and its extensions.

  9. Elementary transport theory and macroscopic continuum theory.

  10. Green-Kubo formula.

jng224
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