  We review a series of experimental studies of the thermodynamics of
nonequilibrium processes at the microscale. In particular, in these experiments
we studied the fluctuations of the thermodynamic properties of a single
optically-trapped microparticle immersed in water and in the presence of
external random forces. In equilibrium, the fluctuations of the position of the
particle can be described by an effective temperature that can be tuned up to
thousands of Kelvins. Isothermal and non-isothermal thermodynamic processes
that also involve changes in a control parameter were implemented by
controlling the effective temperature of the particle and the stiffness of the
optical trap. Since truly adiabatic processes are unfeasible in colloidal
systems, mean adiabatic protocols where no average heat is exchanged between
the particle and the environment are discussed and implemented. By
concatenating isothermal and adiabatic protocols, it is shown how a
single-particle Carnot engine can be constructed. Finally, we provide an
in-depth study of the fluctuations of the energetics and of the efficiency of
the cycle.
