The author introduces the concept of the primary eigen gas which is an abstract gas where the microstates are occupied successively in time unlike in the case of a real gas where the microstates are occupied simultaneously. He shows that the energy-momentum eigen state of a particle represented by a plane wave can be treated as a primary eigen gas which makes it possible to understand the dynamics of a particle in terms of the thermodynamics of such a gas. In this approach, time and space turn out to be the intrinsic properties of the primary eigen gas representing a particle and the quantum nature of time and space emerges from it in a natural manner. It is shown that the action (with a negative sign) of a particle can be identified with the entropy of the primary eigen gas and the principle of least action is nothing but the second law of thermodynamics. Besides, it is shown that the uncertainty relations of quantum mechanics can be derived directly from the equation for the fluctuations.