Real systems in physics, chemistry and biology are always subject to fluctuations that change qualitatively the systems' dynamics. In particular, rare large fluctuations are responsible for the nucleation at phase transitions, mutations in DNA sequences, protein transport in cells and failure of electronic devices. In many cases of practical interest systems are away from thermal equilibrium, and understanding the fluctuations in such systems is one of the fundamental problems of statistical physics that has challenged researchers for decades. Recent progress in the solution of this problem is closely related to the emerging understanding of patterns of deterministic trajectories underlying non-equilibrium fluctuations. These trajectories correspond to the Hamilton equations of motion written for the asymptotic solution of the Fokker - Planck equation and were often thought of as a mere mathematical abstraction. The possibility of quantitative experiments could not be entertained until the appropriate statistical quantity (prehistory probability distribution) had been introduced. In this paper it is shown how such trajectories can be measured experimentally in a number of systems and how the knowledge of these trajectories can be used to solve long standing problems in the theory of fluctuations and in the control theory.