The phenomenon described by our title should surprise no one. What may be surprising though is how easy it is to produce a quantum system with this feature; moreover, that system is one that is often used for the purpose of showing how systems equilibrate. The violation can be variously manifested. In our detailed example, bringing a detuned 2-level system into contact with a monochromatic reservoir does not cause it to relax to the reservoir temperature; rather, the system acquires the reservoirs level-occupation-ratio.
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