  Traditional thermodynamics governs the behaviour of large systems that evolve
between states of thermal equilibrium. For these large systems, the mean values
of thermodynamic quantities (such as work, heat and entropy) provide a good
characterisation of the process. Conversely, there is ever-increasing interest
in the thermal behaviour of systems that evolve quickly and far from
equilibrium, and that are too small for their behaviour to be well-described by
mean values. Two major fields of modern thermodynamics seek to tackle such
systems: non-equilibrium thermodynamics, and the nascent field of one-shot
statistical mechanics. The former provides tools such as fluctuation theorems,
whereas the latter applies "one-shot" R\'enyi entropies to thermal contexts. In
this chapter to the upcoming book "Thermodynamics in the quantum regime -
Recent progress and outlook" (Springer International Publishing), I provide a
gentle introduction to recent research that draws from both fields: the
application of one-shot information theory to fluctuation theorems.
