  We review the out-of-equilibrium properties of a self-gravitating gas of
particles in the presence of a strong friction and a random force (canonical
gas). We assume a bare diffusion coefficient of the form $D(\rho)=T\rho^{1/n}$,
where $\rho$ is the local particle density, so that the equation of state is
$P(\rho)=D(\rho)\rho$. Depending on the spatial dimension $d$, the index $n$,
the temperature $T$, and whether the system is confined to a finite box or not,
the system can reach an equilibrium state, collapse or evaporate. This article
focuses on the latter cases, presenting a complete dynamical phase diagram of
the system.
