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Complex liquids constitute a basic element in modern materials science; their significant features include self-assembly, mesoscale structures, complex dynamics, unusual phases and enormous sensitivity to perturbations. Understanding their nature and properties are a great challenge to modern materials science that demands novel approaches. This book focuses on nonlinear dielectric phenomena, particularly on nonlinear dielectric spectroscopy (NDS), which may be considered a possible successor to broadband dielectric spectroscopy (BDS). NDS phenomena directly coupled to mesoscale heterogeneity fluctuations, so information obtained in this way is basically complementary to BDS tests. The book also discusses the application of NDS in a set of complex liquid systems: glassy liquids, liquid crystals, liquids with critical point phenomena, and bio-relevant liquids. The complementary application of NDS and BDS may allow the discovery of universal patterns for the whole category of complex liquids. Written by specialists in the field of nonlinear dielectric studies, theoreticians and experimentalists, ranging from solid state physics to biophysics, the book is organized so that it can serve as a basic textbook for a non-experienced reader.