Following the concept of the EMS series this volume sets out to familiarize the reader to the fundamental ideas and results of modern ergodic theory and to its applications to dynamical systems and statistical mechanics. The exposition starts from the basic of the subject, introducing ergodicity, mixing and entropy. Then the ergodic theory of smooth dynamical systems is presented - hyperbolic theory, billiards, one-dimensional systems and the elements of KAM theory. Numerous examples are presented carefully along with the ideas underlying the most important results. The last part of the book deals with the dynamical systems of statistical mechanics, and in particular with various kinetic equations. This book is compulsory reading for all mathematicians working in this field, or wanting to learn about it.