We develop an approximation scheme for the quantum mechanics of N D0-branes
at finite temperature in the 't Hooft large-N limit. The entropy of the qu
antum mechanics calculated using this approximation agrees well with the Be
kenstein-Hawking entropy of a ten-dimensional non-extremal black hole with
0-brane charge. This result is in accord with the duality conjectured by It
zhaki, Maldacena, Sonnenschein and Yankielowicz. Our approximation scheme p
rovides a model for the density matrix which describes a black hole in the
strongly-coupled quantum mechanics.