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We show how spectral functions for quantum impurity models can be calculated very accurately using a complete set of ``discarded’’ numerical renormalization group eigenstates, recently introduced by Anders and Schiller. The only approximation is to judiciously exploit energy scale separation. Our derivation avoids both the overcounting ambiguities and the single-shell approximation for the equilibrium density matrix prevalent in current methods, ensuring that relevant sum rules hold rigorously and spectral features at energies below the temperature can be described accurately.

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