 Solution

The microcanonical ensemble assigns equal probability to accessible quantum states in a narrow energy shell of an isolated system with fixed energy, particle number and external parameters. To derive the canonical ensemble, put a small system in weak thermal contact with a much larger isolated bath. If the small-system state has energy $E_i$, its probability is proportional to the number ${\Omega }_b(E_{\mathrm{total}}-E_i)$ of bath states. Expanding the bath entropy gives $S_b(E_{\mathrm{total}}-E_i)=S_b(E_{\mathrm{total}})-E_i/T+\cdots$, since $\partial S_b/\partial E=1/T$. Negligible interaction energy and an effectively constant bath temperature therefore give $p_i=e^{-E_i/(k_{B}T)}/Z$. The microcanonical ensemble suits an isolated fixed-energy system; the canonical ensemble suits a system exchanging energy with a thermostat at fixed temperature, with particle number still fixed.

For one atom, summing the finite geometric series over $m=-J,\dots ,J$ gives the partition functionAt $x=0$ the ratio is understood by continuity as $2J+1$. Logarithmic differentiation gives the mean magnetic dipole momentThis is odd in $x$, has small-$x$ expansion ${\mu }_{B}J(J+1)x/3+O(x^3)$, and saturates at $\pm J{\mu }_B$. The requested common graph is plotted in units of ${\mu }_B$: its ordinate is $⟨{\mu }_z⟩/(J{\mu }_B)$, so multiplication by ${\mu }_B$ gives $⟨{\mu }_z⟩/J$. The normalized slopes at zero are $(J+1)/3$ and the limits are $\pm 1$.

The magnetic susceptibility isEquivalently it is $N{\mu }_B^2\mathrm{Var}(m)/(k_{B}T)\ge 0$. For $k_{B}T\gg {\mu }_B|B|$, the apparent singular terms cancel, yielding Curie lawFor fixed nonzero $B$, $T\to 0$ and integer $J\ge 1$, the first excited magnetic level is separated from the aligned ground state by ${\mu }_B|B|$. Its exponentially small occupation givesThe moments are saturated, so changing the magnetic field hardly changes their alignment. This is a fixed-nonzero-field low-temperature limit. At exactly $B=0$, differentiating first gives the Curie expression for every $T>0$, which diverges as $T\to 0$; the two limits do not commute in this noninteracting model. For $J=0$ both moment and susceptibility vanish identically.