We consider a nonequilibrium statistical system formed by many classical non-relativistic particles of opposite electric charges (plasma) and by the classical dynamical electromagnetic (EM) field. The charges interact with one another directly through instantaneous Coulomb potentials and with the dynamical degrees of freedom of the transverse EM field. The system may also be subject to external influences of: i) either static, but spatially inhomogeneous, electric and magnetic fields (case 1)), or ii) weak distributions of electric charges and currents (case 2)). The particles and the dynamical EM field are described, for any time t > 0, by the classical phase-space probability distribution functional (CPSPDF) f and, at the initial time (t = 0), by the initial CPSPDF fin. The CPSPDF f and fin, multiplied by suitable Hermite polynomials (for particles and field) and integrated over all canonical momenta, yield new moments. The Liouville equation and fin imply a new nonequilibrium linear infinite hierarchy for the moments. In case 1), fin describes local equilibrium but global nonequilibrium, and we propose a long-time approximation in the hierarchy, which introduces irreversibility and relaxation towards global thermal equilibrium. In case 2), the statistical system, having been at global thermal equilibrium, without external influences, for t ≤ 0, is subject to weak external chargecurrent distributions: then, new hierarchies for moments and their long-time behaviours are discussed in outline. As examples, approximate mean-field (Vlasov) approximations are treated for both cases 1) and 2).