  We relate the probability distribution of the work done on a statistical
system under a sudden quench to the Lanczos coefficients corresponding to
evolution under the post-quench Hamiltonian. Using the general relation between
the moments and the cumulants of the probability distribution, we show that the
Lanczos coefficients can be identified with physical quantities associated with
the distribution, e.g., the average work done on the system, its variance, as
well as the higher order cumulants. In a sense this gives an interpretation of
the Lanczos coefficients in terms of experimentally measurable quantities.
Consequently, our approach provides a way towards understanding spread
complexity, a quantity that measures the spread of an initial state with time
in the Krylov basis generated by the post quench Hamiltonian, from a
thermodynamical perspective. We illustrate these relations with two examples.
The first one involves quench done on a harmonic chain with periodic boundary
conditions and with nearest neighbour interactions. As a second example, we
consider mass quench in a free bosonic field theory in $d$ spatial dimensions
in the limit of large system size. In both cases, we find out the time
evolution of the spread complexity after the quench, and relate the Lanczos
coefficients with the cumulants of the distribution of the work done on the
system.
