Jan Naudts Rigorous results in non-extensive thermodynamics (52K, latex) ABSTRACT. This paper studies quantum systems with a finite number of degrees of freedom in the context of non-extensive thermodynamics. A trial density matrix, obtained by heuristic methods, is proved to be the equilibrium density matrix. If the entropic parameter q is larger than 1 then existence of the trial equilibrium density matrix requires that q is less than some critical value q_c which depends on the rate by which the eigenvalues of the hamiltonian diverge. Existence of a unique equilibrium density matrix is proved if in addition q<2 holds. For q between 0 and 1, such that 2