  We compare the grand canonical partition function at fixed chemical potential
mu with the canonical partition function at fixed baryon number B, formally and
by numerical simulations at mu=0 and B=0 with four flavours of staggered
quarks. We verify that the free energy densities are equal in the thermodynamic
limit, and show that they can be well described by the hadron resonance gas at
T < T_c and by the free fermion gas at T>T_c.
  Small differences between the two ensembles, for thermodynamic observables
characterising the deconfinement phase transition, vanish with increasing
lattice size. These differences are solely caused by contributions of non-zero
baryon density sectors, which are exponentially suppressed with increasing
volume. The Polyakov loop shows a different behaviour: for all temperatures and
volumes, its expectation value is exactly zero in the canonical formulation,
whereas it is always non-zero in the commonly used grand-canonical formulation.
We clarify this paradoxical difference, and show that the non-vanishing
Polyakov loop expectation value is due to contributions of non-zero triality
states, which are not physical, because they give zero contribution to the
partition function.
