This book reviews recently developed theoretical and numerical approaches to deal with optical and mechanical signals from individual molecules. The character of data generated by single molecules, and more generally by single nano-objects, qualitatively differs from those obtained in conventional experiments on large ensembles of molecules. Fluctuations, randomness and irreproducibility are central to single-molecule measurements, and the specific methods required to extract reliable and statistically relevant information from them are presented here. With contributions mainly from participants of the “Theory, Modeling and Evaluation of Single-Molecule Measurements” workshop held in Leiden, the Netherlands, on April 16-20, 2007, this book is an authoritative compendium on the subject.Contents:Model-Free Statistical Reduction of Single-Molecule Time Series (H Yang)Testing Hypothesis with Single Molecules: Bayesian Approach (T Plakhotnik)Generating Functions for Single-Molecule Statistics (F L H Brown)Multipoint Correlation Functions for Photon Statistics in Single-Molecule Spectroscopy: Stochastic Dynamics in Liouville Space (F (anda & S Mukamel)Thermodynamics and Kinetics from Single-Molecule Force Spectroscopy (G Hummer & A Szabo)Theory of Photon Counting in Single-Molecule Spectroscopy (I V Gopich & A Szabo)Memory Effects in Single-Molecule Time Series (J-S Cao)Analysis of Experimental Observables and Oscillations in Single-Molecule Kinetics (M O Vlad & J Ross)Discrete-Stochastic Models of Single-Molecule Motor Proteins Dynamics (A B Kolomeisky)Unique Mechanisms from Finite Two-State Trajectories (O Flomenbom & R J Silbey)Weak Ergodicity Breaking in Single-Particle Dynamics (E Barkai)Readership: Researchers, academics and industry practitioners in life sciences, material sciences, chemistry, physics and biophysics; suitable for graduate courses on single-molecule spectroscopy and microscopy.