Includes supplementary material: [...]

1 Background on Differential Geometry.- 1.1 Fibre Bundles and Connections.- 1.2 Riemannian Manifolds.- 1.3 Superspaces.- 1.4 Superconnections.- 1.5 Characteristic Classes.- 1.6 The Euler and Thorn Classes.- 2 Asymptotic Expansion of the Heat Kernel.- 2.1 Differential Operators.- 2.2 The Heat Kernel on Euclidean Space.- 2.3 Heat Kernels.- 2.4 Construction of the Heat Kernel.- 2.5 The Formal Solution.- 2.6 The Trace of the Heat Kernel.- 2.7 Heat Kernels Depending on a Parameter.- 3 Clifford Modules and Dirac Operators.- 3.1 The Clifford Algebra.- 3.2 Spinors.- 3.3 Dirac Operators.- 3.4 Index of Dirac Operators.- 3.5 The Lichnerowicz Formula.- 3.6 Some Examples of Clifford Modules.- 4 Index Density of Dirac Operators.- 4.1 The Local Index Theorem.- 4.2 Mehler's Formula.- 4.3 Calculation of the Index Density.- 5 The Exponential Map and the Index Density.- 5.1 Jacobian of the Exponential Map on Principal Bundles.- 5.2 The Heat Kernel of a Principal Bundle.- 5.3 Calculus with Grassmann and Clifford Variables.- 5.4 The Index of Dirac Operators.- 6 The Equivariant Index Theorem.- 6.1 The Equivariant Index of Dirac Operators.- 6.2 The Atiyah-Bott Fixed Point Formula.- 6.3 Asymptotic Expansion of the Equivariant Heat Kernel.- 6.4 The Local Equivariant Index Theorem.- 6.5 Geodesic Distance on a Principal Bundle.- 6.6 The heat kernel of an equivariant vector bundle.- 6.7 Proof of Proposition 6.13.- 7 Equivariant Differential Forms.- 7.1 Equivariant Characteristic Classes.- 7.2 The Localization Formula.- 7.3 Bott's Formulas for Characteristic Numbers.- 7.4 Exact Stationary Phase Approximation.- 7.5 The Fourier Transform of Coadjoint Orbits.- 7.6 Equivariant Cohomology and Families.- 7.7 The Bott Class.- 8 The Kirillov Formula for the Equivariant Index.- 8.1 The Kirillov Formula.- 8.2 The Weyl and Kirillov Character Formulas.- 8.3 The Heat Kernel Proof of the Kirillov Formula.- 9 The Index Bundle.- 9.1 The Index Bundle in Finite Dimensions.- 9.2 The Index Bundle of a Family of Dirac Operators.- 9.3 The Chern Character of the Index Bundle.- 9.4 The Equivariant Index and the Index Bundle.- 9.5 The Case of Varying Dimension.- 9.6 The Zeta-Function of a Laplacian.- 9.7 The Determinant Line Bundle.- 10 The Family Index Theorem.- 10.1 Riemannian Fibre Bundles.- 10.2 Clifford Modules on Fibre Bundles.- 10.3 The Bismut Superconnection.- 10.4 The Family Index Density.- 10.5 The Transgression Formula.- 10.6 The Curvature of the Determinant Line Bundle.- 10.7 The Kirillov Formula and Bismut's Index Theorem.- References.- List of Notation.