This article is mostly based on a talk I gave at the March 2021 meeting (virtual) of the American Physical Society on the occasion of receiving the Dannie Heineman prize for Mathematical Physics from the American Institute of Physics and the American Physical Society. I am greatly indebted to many colleagues for the results leading to this award. To name them all would take up all the space allotted to this article. (I have had more than 200 collaborators so far), I will therefore mention just a few: Michael Aizenman, Bernard Derrida, Shelly Goldstein, Elliott Lieb, Oliver Penrose, Errico Presutti, Gene Speer and Herbert Spohn. I am grateful to all of my collaborators, listed and unlisted. I would also like to acknowledge here long time support form the AFOSR and the NSF.
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