Abstract
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 us to calculate the fluctuations and large deviations of the density and 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.