  We investigate the relation between various statistical ensembles of finite
systems. If ensembles differ at the level of fluctuations of the order
parameter, we show that the equations of states can present major differences.
A sufficient condition for this inequivalence to survive at the thermodynamical
limit is worked out. If energy consists in a kinetic and a potential part, the
microcanonical ensemble does not converge towards the canonical ensemble when
the partial heat capacities per particle fulfill the relation
$c_{k}^{-1}+c_{p}^{-1}<0$.
