As it is explained in this answer (and nicely so!), the second derivative of a thermodynamic potential to an intensive quantity, for example pressure or magnetic field strength (or temperature) will give the variance of the according extensive quantity in the given ensemble.
This had me thinking wether one could extend this interpretation to the thermodynamic limit. However, in the thermodynamic limit, all extensive quantities are sharply peaked - wouldn't that mean that the variance, and hence the susceptibilities, are all zero?
Or am I wrong and there is still some uncertainty left in the thermodynamic limit?