Statistical mechanics employs the power of probability theory to shine a light upon the invisible world of matter's fundamental constituents, allowing us to accurately model the macroscopic physical properties of large ensembles of microscopic particles. This book delves into the conceptual and mathematical foundations of statistical mechanics to enhance understanding of complex physical systems and thermodynamic phenomena, whilst also providing a solid mathematical basis for further study and research in this important field. Readers will embark on a journey through important historical experiments in statistical physics and thermodynamics, exploring their intersection with modern applications, such as the thermodynamics of stars and the entropy associated with the mixing of two substances. An invaluable resource for students and researchers in physics and mathematics, this text provides numerous worked examples and exercises with full solutions, reinforcing key theoretical concepts and offering readers deeper insight into how these powerful tools are applied.