Fluctuations of observables in dynamical systems: from limit theorems to concentration inequalities

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable laws, and large deviations. Next, we describe a new branch in the study of probabilistic properties of dynamical systems, namely concentration inequalities. They allow to describe the fluctuations of very general observables and to get bounds rather than limit laws. We end up with a list of various open problems and give pointers to the literature about moderate deviations, the almost-sure invariance principle, etc.