Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics approach, these states have been the subject of several theoretical investigations, both analytic and numerical. The macroscopic fluctuation theory, based on a formula for the probability of joint space-time fluctuations of thermodynamic variables and currents, provides a unified macroscopic treatment of such states for driven diffusive systems. We give a detailed review of this theory including its main predictions and most relevant applications.
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