  These lecture notes give a short review of methods such as the matrix ansatz,
the additivity principle or the macroscopic fluctuation theory, developed
recently in the theory of non-equilibrium phenomena. They show how these
methods allow to calculate the fluctuations and large deviations of the density
and of the current in non-equilibrium steady states of systems like exclusion
processes. The properties of these fluctuations and large deviation functions
in non-equilibrium steady states (for example non-Gaussian fluctuations of
density or non-convexity of the large deviation function which generalizes the
notion of free energy) are compared with those of systems at equilibrium.
