A refined classification theory for phase transitions in thermodynamic
s and statistical mechanics in terms of their orders is introduced and
analyzed. The refined thermodynamic classification is based on two in
dependent generalizations of Ehrenfests traditional classification sch
eme. The statistical mechanical classification theory is based on gene
ralized limit theorems for sums of random variables from probability t
heory and the newly defined block ensemble limit. The block ensemble l
imit-combines thermodynamic and scaling limits and is similar to the f
inite size scaling limit. The statistical classification scheme allows
for the first time a derivation of finite size scaling without renorm
alization group methods. The classification distinguishes two fundamen
tally different types of phase transitions. Phase transitions of order
lambda > 1 correspond to well known equilibrium phase transitions, wh
ile phase transitions with order lambda < 1 represent a new class of t
ransitions termed anequilibrium transitions. The generalized order lam
bda varies inversely with the strength of fluctuations. First order an
d second order transitions play a special role in both classification
schemes. First order transitions represent a limiting case separating
equilibrium and anequilibrium transitions. The special role or second
order transitions is shown to be related to the breakdown of hyperscal
ing, For anequilibrium transitions the nature of the heat bath in the
canonical ensemble becomes important.