Which thermal physics for gravitationally unstable media?

We remind that the assumptions almost universally adopted among astronomers concerning the physics to use to describe rarefied cosmic gases remain often without justifications, mainly because the long range of gravitation invalidates the use of classical thermal physics. In turn, without sufficiently good local thermal equilibrium, macroscopic quantities, such as temperature and pressure, are not defined and the fundamental assumption that locally the medium is smoothed by ``molecular chaos'' to justify the use of differential equations is not granted. The highly inhomogeneous fractal state of the interstellar gas is probably a plain symptom of the large discrepancy between the available theoretical tools, predicting local homogeneity after a few sound crossing times, and reality. Such fundamental problems begin to occur in optically thin media such as stellar atmospheres, but become exacerbated in the interstellar medium, in cooling flows, and in the post-recombination gas, particularly when gravitation becomes energetically dominant, i.e., when the medium is Jeans unstable.