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I've started studying statistical mechanics but I feel that I need to understand probability better. There are tons of books on probabilities out there, but some of them just talk too much, with tons of examples and do not go straight to the point. Others go too straight to the point and end up teaching measure theory on the second page.

In that case, what would be a good book on probability that goes straight into the point of what we need to do statistical mechanics? If there's one book on that line that is also rigorous it would be even better.

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E. T. Jaynes: Probability Theory: The Logic of Science

http://omega.albany.edu:8008/JaynesBook.html

The book has also printed form.

Jaynes also published readable and revealing papers on probability, statistical physics and other physics. Here you can find them:

http://bayes.wustl.edu/etj/node1.html

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  • $\begingroup$ +1: This book takes a somewhat unusual approach to probability theory, but this is a good thing and the book cannot be recommended highly enough. $\endgroup$ – Nathaniel Mar 15 '15 at 7:56
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    $\begingroup$ Indeed, the narrative reveals quite a lot of personal involvement with the subject and has some interesting remarks on very specific and practical things, in contrast to high-brow theory monographs. This is a good thing, we need more books like that. $\endgroup$ – Ján Lalinský Mar 15 '15 at 8:43

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