Reference on the history of ergodic theory

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I'm looking for some good books on the history of ergodic theory. I'm a Ph.D student in the field, and I am taking Steven Weinberg's advice to learn about the history of my field:

http://math.stanford.edu/~vakil/files/nature.pdf

My background is in physics as an undergraduate, so any references that are heavy on thermodynamics and statistical physics are welcome. A good reference on ergodic theory must include these subjects, in my opinion.

Thanks for your suggestions!