The thermodynamic behavior of microscopic systems can be quite different from that of macroscopic systems, for which fluctuations in thermodynamic quantities are usually negligible. As physicists strive to build ever smaller machines, it becomes important to understand, for example, the statistics of the work done on or by a machine as it moves from an initial to a final state. That work is not simply a function of the beginning and ending states. But—according to the usual telling of the story—the work is determined once one is given a path or process that connects the states.

The usual story is not strictly accurate. For example, in a system connected to a heat bath, uncertainties of order kT arise from the Boltzmann distribution of energies in the initial and final states, and also from energy exchange with the heat bath as the system moves along a path connecting those states. That...

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