Boltzmann brains
While a Boltzmann brain like a human brain is very unlikely there is still a nonzero probability of them emerging and there is actually more than one theoretical mechanism for that.
Via quantum fluctuation
By one calculation, a Boltzmann brain would appear as a quantum fluctuation in the vacuum after a time interval of 10^{10^{50}} years. This fluctuation can occur even in a true Minkowski vacuum (a flat spacetime vacuum lacking vacuum energy). Quantum mechanics heavily favors smaller fluctuations that "borrow" the least amount of energy from the vacuum. Typically, a quantum Boltzmann brain would suddenly appear from the vacuum (alongside an equivalent amount of virtual antimatter), remain only long enough to have a single coherent thought or observation, and then disappear into the vacuum as suddenly as it appeared. Such a brain is completely self-contained, and can never radiate energy out to infinity.
W10
Via nucleation
Current evidence suggests that the vacuum permeating the observable Universe is not a Minkowski space, but rather a de Sitter space with a positive cosmological constant.
W11 In a de Sitter vacuum (but not in a Minkowski vacuum), a Boltzmann brain can form via nucleation of non-virtual particles gradually assembled by chance from the Hawking radiation emitted from the de Sitter space's bounded cosmological horizon. One estimate for the average time required until nucleation is around 10^{10^{69}}} years.
W10 A typical nucleated Boltzmann brain will, after it finishes its activity, cool off to absolute zero and eventually completely decay, as any isolated object would in the vacuum of space. Unlike the quantum fluctuation case, the Boltzmann brain will radiate energy out to infinity. In nucleation, the most common fluctuations are as close to thermal equilibrium overall as possible given whatever arbitrary criteria are provided for labeling a fluctuation a "Boltzmann brain".
W4
Theoretically a Boltzmann brain can also form, albeit again with a tiny probability, at any time during the matter-dominated early universe.
W12