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The aim of this book is to give a physical treatment of the kinetic theory of gases and magnetoplasmas, covering the standard material in as simple a way as possible, using mean-free-path arguments when possible and identifying problem areas where received theory has either failed or has fallen short of expectations. Examples are provided by strong shock waves, ultrasonic waves (high Knudsen numbers), and transport across strong magnetic fields. Examples of problem areas provided by strong shock waves, ultrasonic waves (high Knudsen numbers), and transport across strong magnetic fields. One of the paradoxes arising in kinetic theory concerns the fluid pressure. Collisions are necessary for a fluid force to result, yet standard kinetic theory does not entail this, being satisfied to bypass Newton's equations by defining pressure as a momentum flux. This omission usually has no adverse consequences, but with increasing Knudsen number, it leads to errors. This text pays particular attention to pressure, explaining the importance of allowing for its collisional nature from the outset in developing kinetic theory.