  We discuss the relationship between kinetic equations of the Fokker-Planck
type (two linear and one non-linear) and the Kolmogorov (a.k.a. master)
equations of certain N-body diffusion processes, in the context of Kac's
"propagation of chaos" limit. The linear Fokker-Planck equations are
well-known, but here they are derived as a limit N->infty of a simple linear
diffusion equation on (3N-C)-dimensional N-velocity spheres of radius sqrt(N)
(with C=1 or 4 depending on whether the system conserves energy only or energy
and momentum). In this case, a spectral gap separating the zero eigenvalue from
the positive spectrum of the Laplacian remains as N->infty,so that the
exponential approach to equilibrium of the master evolution is passed on to the
limiting Fokker-Planck evolution in R^3. The non-linear Fokker-Planck equation
is known as Landau's equation in the plasma physics literature. Its N-particle
master equation, originally introduced (in the 1950s) by Balescu and Prigogine
(BP), is studied here on the (3N-4)-dimensional N-velocity sphere. It is shown
that the BP master equation represents a superposition of diffusion processes
on certain two-dimensional sub-manifolds of R^{3N} determined by the
conservation laws for two-particle collisions. The initial value problem for
the BP master equation is proved to be well-posed and its solutions are shown
to decay exponentially fast to equilibrium. However, the first non-zero
eigenvalue of the BP operator is shown to vanish in the limit N->infty. This
indicates that the exponentially fast approach to equilibrium may not be passed
from the finite-N master equation on to Landau's nonlinear kinetic equation.
