Matsumoto and Yoshimura have recently argued that the number density of hea
vy particles in a thermal bath is not necessarily Boltzmann suppressed for
T much less thanM, as power-law corrections may emerge at higher orders in
perturbation theory. This fact might have important implications on the det
ermination of weakly interacting massive particle relic densities. On the o
ther hand, the definition of number densities in an interacting theory is n
ot a straightforward procedure. It usually requires renormalization of comp
osite operators and operator mixing, which obscure the physical interpretat
ion of the computed thermal average. We propose a new definition for the th
ermal average of a composite operator, which does not require any new renor
malization counterterm and is thus free from such ambiguities. Applying thi
s definition to the annihilation model of Matsumoto and Yoshimura we find t
hat it gives number densities which are Boltzmann suppressed at any order i
n perturbation theory. We also discuss heavy particles which are unstable a
lready at T=0, showing that power-law corrections do in general emerge in t
his case.