Abstract：The foundations of statistical physics are currently renovated. A number of scenarios for the arising of statistical physics in an individual system have been proposed. However, most efforts have been put on equilibrium statistical physics. In this talk, I shall report our recent progress on the fundamental aspects of nonequilibrium statistical physics and mesoscopic physics. I will show, by combining the concentration of measure – a high-dimensional geometry effect and “one of the great ideas of analysis in our time” (as Talagrand put it) – and the transmission eigenchannel, how the elementary nonequilibrium process of diffusion can arise from a single scattering state of wave equation, without the use of the canonical hypothesis of ensembles. I will further show the emergence of this phenomenon is accompanied by that of a new kind of mesoscopic fluctuations, dubbed the wave-to-wave fluctuation.