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The founding fathers of statistical mechanics, Boltzmann, Maxwell, Gibbs and Einstein, invented the concept of ensembles to describe equilibrium and nonequilibrium macroscopic systems. In trying to justify the use of ensembles, and to determine whether the ensembles evolved as expected from nonequilibrium to equilibrium, they introduced further concepts such as “ergodicity” and “coarse graining.” The use of these concepts raised mathematical problems that they could not solve, but like the good physicists they were they assumed that everything was or could be made all right mathematically and went on with the physics.
Lebowitz et al. (1973) studied this question.