Wilson chains are not thermal reservoirs

Wilson chains, based on a logarithmic discretization of a continuous spectrum, are widely used to model an electronic (or bosonic) bath for Kondo spins and other quantum impurities within the numerical renormalization group method and other numerical approaches. In this short note we point out that Wilson chains can not serve as thermal reservoirs as their temperature changes by a number of order Delta E when a finite amount of energy Delta E is added. This proves that for a large class of non-equilibrium problems they cannot be used to predict the long-time behavior.