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quantum-mechanical analogue to a Phase-space density (probability distribution of position and momentum)
in classical statistical mechanics. The need for a statistical description via Density Matrices arises because it is not possible to describe a quantum mechanical system that undergoes general Quantum Operation s such as Measurement , using exclusively states represented by Ket vectors. In general a system is said to be in a Mixed State , except in the case the state is not reducible to a Convex Combination of other statistical states. In that case it is said to be in a Pure State .

Typical situations in which a density matrix is needed include: a quantum system in thermal equilibrium (at finite
temperatures), nonequilibrium time-evolution that starts out of a mixed equilibrium state, and Entanglement between two subsystems, where each individual system must be described by a density matrix even though the complete system may be in a pure state. See Quantum Statistical Mechanics .

The density matrix (commonly designated by ρ) is an operator acting on the Hilbert Space of the system in question. For the special case
of a pure state, it is given by the Projection Operator of this
state. For a mixed state, where the system is in the
  :<math> Ho \sum_j p_j \psi_j ang \lang \psi_j </math>
  :<math> \operatorname{tr}[ Ho A] \sum_j p_j \lang \psi_jA\psi_j ang </math>