We present a detailed discussion of the evolution of a statistical ensemble of quantum mechanical systems coupled weakly to a bath. The Hilbert space of the full system is given by the tensor product between the Hilbert spaces associated with the bath and the bathed system. The statistical states of the ensemble are described in terms of density matrices. Supposing the bath to be held at some - not necessarily thermal - statistical equilibrium and tracing over the bath degrees of freedom, we obtain reduced density matrices defining the statistical states of the bathed system. The master equations describing the evolution of these reduced density matrices are derived under the most general conditions. On time scales that are large with respect to the bath correlation time τB corr and with respect to the reciprocal transition frequencies of the bathed system, the resulting evolution of the reduced density matrix of the bathed system is of Markovian type. The detailed balance relations valid for a thermal equilibrium of the bath are derived and the conditions for the validity of the fluctuation-dissipation theorem are given. Based on the general approach, we investigate the non-linear response of the bathed subsystem to a time-periodic perturbation. Summing the perturbation series we obtain the coherences and the populations for arbitrary strengths of the perturbation. © 2003 Springer-Verlag Berlin/Heidelberg.