Full distribution of work done on a quantum system for arbitrary initial states.

We propose an approach to define and measure the statistics of work, internal energy and dissipated heat in a driven quantum system. In our framework the presence of a physical detector arises naturally and work and its statistics can be investigated in the most general case. In particular, we show that the quantum coherence of the initial state can lead to measurable effects on the moments of the work done on the system. At the same time, we recover the known results if the initial state is a statistical mixture of energy eigenstates. Our method can also be applied to measure the dissipated heat in an open quantum system. By sequentially coupling the system to a detector, we can track the energy dissipated in the environment while accessing only the system degrees of freedom.