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A system in equilibrium does not evolve -- time independence is its telltalecharacteristic. However, in Newtonian physics the microstate of an individualsystem (a point in its phase space) evolves incessantly in accord with itsequations of motion. Ensembles were introduced in XIX century to bridge thatchasm between continuous motion of phase space points in Newtonian dynamics andstasis of thermodynamics: While states of individual classical systemsinevitably evolve, a phase space distribution of such states -- an ensemble --can be time-independent. I show that entanglement (e.g., with the environment)can yield a time-independent equilibrium in an individual quantum system. Thisallows one to eliminate ensembles -- an awkward stratagem introduced toreconcile thermodynamics with Newtonian mechanics -- and use an individualsystem interacting and therefore entangled with its heat bath to representequilibrium and to elucidate the role of information and measurements inphysics. Thus, in our quantum Universe one can practice statistical physicswithout ensembles -- hence, in a sense, without statistics. The elimination ofensembles uses ideas that led to the recent derivation of Born's rule from thesymmetries of entanglement, and I start with a review of that derivation. Ithen review and discuss difficulties related to the reliance on ensembles andillustrate the need for ensembles with the classical Szilard's engine. Asimilar quantum engine -- a single system interacting with the thermal heatbath environment -- is enough to establish thermodynamics. The role ofMaxwell's demon (which in this quantum context resembles Wigner's friend) isalso discussed.

Eliminating Ensembles from Equilibrium Statistical Physics: Maxwell's Demon, Szilard's Engine, and Thermodynamics via Entanglement