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While a system state in quantum mechanics can be described by its state vector $\ket{\psi}$, it can also be described by a so called density operator $\rho$.
We define the density operator to be a positive operator $\rho$ with a trace equal to one ($\tr{\rho} = 1$).
For multiple pure states it is defined as $$ \rho = \sum_i p_i{\ket{\psi_i}\bra{\psi_i}} $$.