  Dynamics of complex systems is often hierarchically organized on different
time scales. To understand the physics of such hierarchy, here Brownian motion
of a particle moving through a fluctuating medium with slowly varying
temperature is studied as an analytically tractable example, and a kinetic
theory is formulated for describing the states of the particle. What is
peculiar here is that the (inverse) temperature is treated as a dynamical
variable. Dynamical hierarchy is introduced in conformity with the adiabatic
scheme. Then, a new analytical method is developed to show how the
Fokker-Planck equation admits as a stationary solution the Maxwellian
distribution modulated by the temperature fluctuations, the distribution of
which turns out to be determined by the drift term. A careful comment is also
made on so-called superstatistics.
