An expression is derived for the equilibrium free energy difference between two configurations of a system, in terms of an ensemble of finite-time measurements of the work performed in parametrically switching from one configuration to the other. Two well-known identities emerge as limiting cases of this result.

The reason we never observe violations of the second law of thermodynamics is in part a matter of statistics: When ∼10²³ degrees of freedom are involved, the odds are overwhelmingly stacked against the possibility of seeing significant deviations away from the mean behavior. As we turn our attention to smaller systems, however, statistical fluctuations become more prominent. In recent years it has become apparent that the fluctuations of systems far from thermal equilibrium are not mere background noise, but satisfy strong, useful, and unexpected properties. In particular, a proper accounting of fluctuations allows us to rewrite familiar inequalities of macroscopic thermodynamics as equalities. This review describes some of this progress, and argues that it has refined our understanding of irreversibility and the second law.

The statistics of heat exchange between two classical or quantum finite systems initially prepared at different temperatures are shown to obey a fluctuation theorem.