This chapter presents a fluctuation–theoretical approach and calculates the Fokker–Planck coefficients in terms of the spectral function of the electric–field fluctuations and the dielectric response function. The collision term of the plasma can be determined, and the rates of various relaxation processes are calculated, from Fokker–Planck equation. Microscopically, each particle feels the fluctuating electric field produced by all the other particles in the plasma; its motion in the phase space should therefore resemble that of a Brownian particle. In the theory of Brownian motion, it is essential to recognize the stochastic nature of the phenomenon and thereby to seek a description in terms of the transition probability in the phase space starting from a given initial distribution. The effects of fluctuating electric fields on the motion of a charged particle in the absence of an external magnetic field have been investigated extensively by J. Hubbard and W. B Thompson.