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Thermal fluctuations for fine ferromagnetic particles are studied. First, a derivation of the fluctuation-dissipation relation for the stochastic (Langevin-type) Landau–Lifshitz equation is carried out. Then, the Fokker–Planck analysis of fluctuations in uniformly magnetized particles is compared with the full micromagnetic analysis based on numerical integration of the spatially discretized Langevin–Landau–Lifshitz equation. The relevance of these results to the formulation of a meaningful “standard problem” for micromagnetic analysis of thermal fluctuations in magnetic nanoparticles is finally discussed.