We study orbital magnetism in a three-dimensional (3D) quantum dot with a parabolic confining potential. We calculate the free energy of the system as a function of the magnetic field and the temperature. By this, we show that the temperature-field plane can be classified into three regions in terms of the characteristic behavior of the magnetization: the Landau diamagnetism, de Haas-van Alphen oscillation and mesoscopic fluctuation of magnetization. We also calculate numerically the magnetization of the system and then the current density distribution. As for the oscillation of the magnetization when the field is varied, the 3D quantum dot shows a longer period than a 2D quantum dot which contains the same number of electrons. A large paramagnetism appears at low temperatures when the magnetic field is very weak.
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