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The Seebeck coefficient, or thermoelectric power (TEP), couples the fluctuations in electric current with those of heat transport. We derive a new relationship between the thermoelectric power and the thermal conductivity using the generalized theory of Brownian motion. The TEP temperature derivative in ferromagnets has a singular behavior like that of the specific heat. In antiferromagnets, the singularities in the TEP and in the electrical resistivity temperature derivatives are similar.