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We discuss thermalization of a test particle schematized as a harmonic oscillator and coupled to a Boltzmann heat bath of finite size and with a finite bandwidth for the frequencies of its particles. We find that complete thermalization only occurs when the test particle frequency is within a certain range of the bath particle frequencies, and for a certain range of mass ratios between the test particle and the bath particles. These results have implications for the study of classical and quantum behaviour of high-frequency nanomechanical resonators.

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