Preface; Self-study guide; List of Symbols; Part I. Introduction: 1. Introduction; 2. Atomic picture of gases; 3. Introduction to probability; 4. Law of large numbers; 5. Maxwell's distribution; 6. Delta function and density distribution functions; 7. Mean free path and diffusion; 8. Introduction to transport phenomena; 9. Brownian motion; 10. Langevin equation and large deviation; Part II. Statistical Thermodynamics: Basics: 11. Macrosystems in equilibrium; 12. Thermodynamic description; 13. Basic thermodynamics; 14. Thermodynamics: general consequences; 15. Entropy through examples; 16. Free energy and convex analysis; 17. Introduction to statistical mechanics; 18. Statistical mechanics of isothermal systems; 19. Canonical density operator; 20. Classical canonical ensemble; 21. Information and entropy; 22. Information and thermodynamics; 23. Oscillators at low temperatures; 24. How to manipulate partial derivatives; 25. Thermodynamic stability; 26. Fluctuation and response; 27. Chemical potential; 28. Grand canonical ensemble; 29. Ideal quantum systems at low temperatures; 30. Photons and internal motions; Part III. Elements of Phase Transition: 31. Phases and phase transitions; 32. Phase transition in d-space; 33. Critical phenomena and renormalization; 34. Mean field and transfer matrix; 35. Symmetry breaking; 36. First order phase transition; Appendix. Introduction to mechanics; References; Index.