I have read this and I want to know why is that the case, and why not simply write two (or more) particles with their 'pure' states, because the latter is much more straightforward?

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Do you know about entanglement? How do you propose to write the pure states of each of two entangled particles? – Quantum Mechanic Oct 16 '21 at 23:30
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@QuantumMechanic Right now I think two particles do not have individual "pure states" but rather the SYSTEM of the two particles has a pure state, for example one of Bell states. We can write this pure state of the system using usual qm notation. Even density matrix doesn't allow us to write pure states of individual particles in case of bell states but rather a traced out version which loses information about entanglement. Do you think I'm inaccurate anywhere or missing anything? My ideas on the subject are not well established yet – draconianzoo Oct 18 '21 at 01:45
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That's great, it was not clear whether that was your question. Is your question whether we can carry out calculations on a set of pure states and then calculate probabilities by weighing each of the pure states appropriately? Then the answer is yes, and the density matrix is simply a mathematical convenience for doing exactly that. – Quantum Mechanic Oct 18 '21 at 18:24
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So it's just a convenience. I understand, thanks – draconianzoo Oct 18 '21 at 18:57
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Yes, great. Then to answer ontological questions you can look into things like https://physics.stackexchange.com/q/42017/291677 - lots of open questions still – Quantum Mechanic Oct 18 '21 at 20:08
1 Answers
There are two different kinds of uncertainty in quantum mechanics.
The first is the normal, intrinsic, quantum mechanical uncertainty. Knowing the state of the system completely, still means you only can make probabilistic statements about the outcomes of some experiments. For example, if we have two particles in a 2-state system (if it helps, say the two states are "spin up" and "spin down" for concreteness), then the system may be in an entangled state like \begin{equation} | \Psi \rangle = \frac{1}{\sqrt{2}} \left(|0 \rangle | 1 \rangle + | 1 \rangle | 0 \rangle \right) \end{equation} in which case it is not possible to say with certainty if a measurement of particle $1$ will yield the result $0$ or $1$.
The second is an uncertainty in what the state of the system is. For example, perhaps we think there's a 50% chance that the system is in the state $|\Psi\rangle$ given above, and a 50% chance that the system is in a different state $|\Phi\rangle$, given by \begin{equation} | \Phi \rangle = \frac{1}{\sqrt{2}} \left(|0 \rangle | 1 \rangle - | 1 \rangle | 0 \rangle \right) \end{equation} This kind of uncertainty cannot be represented nicely using only state vectors in Hilbert space. One option is to say in words "there's a 50% chance that the state is $|\Psi\rangle$ and a 50% chance that the state is $|\Phi\rangle$, but this becomes cumbersome. And, in situations like thermodynamics, you often need to specify the probability for an infinite number of possible states of the system.
The density matrix can encode both kinds of uncertainty. In the first case, where we know the state is $|\Psi\rangle$, the density matrix is \begin{equation} \rho = |\Psi \rangle \langle \Psi | \end{equation} In the second case, with a 50% chance that the state is $|\Psi\rangle$ or $|\Phi\rangle$, the density matrix is \begin{equation} \rho = \frac{1}{2} \left( |\Psi \rangle \langle \Psi | + |\Phi \rangle \langle \Phi | \right) \end{equation} Because the density matrix can handle both kinds of uncertainty, the density matrix generalizes the normal quantum state vector and lets us handle a wider variety of cases.
This flexibility also lets us formulate statements about entanglement in a precise way. For example, in the first case where the state is $|\Psi\rangle$, we can consider the state of knowledge we would have if we only have access to the first particle, by tracing over the second particle. This leads to a density matrix \begin{eqnarray} \rho' &=& {\rm Tr}_2 \rho \\ &=& \frac{1}{2} \left(|0\rangle \langle 0| + | 1 \rangle \langle 1 | \right) \end{eqnarray} where $\rm Tr_2$ denotes a trace over the Hilbert space of the second particle. This tells us that if we don't know anything about particle 2, then we only know that particle 1 has a 50% chance of being in state $|0\rangle$ or state $|1\rangle$. Of course, this uncertainty is different from particle 1 being in a superposition of states $|0\rangle$ and $|1\rangle$.

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Thanks for the clear explanation! I think I understand the difference b/w classical and qm uncertainty. But do we absolutely need to use density matrix, or can we do the calculations manually since we know the pure states and their corresponding classical probabilities? Also, many different mixtures of different pure states can give us the same density matrix (correct?) so how does one single density matrix have 'complete' infor about the system? For in order to have complete info, it should also know the which pure states are there and in what ratios. – draconianzoo Oct 18 '21 at 01:47
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1The information is complete in the sense that you can compute any expectation value you want by taking appropriate traces. I'm sure you can invent a different bookkeeping scheme that didn't use density matrices. But, why would you want to? – Andrew Oct 18 '21 at 17:29
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1Another advantage of density matrices is that it makes it clear that density matrices related by unitary transformations will give the same expectation values (since ${\rm tr}(U^\dagger \rho U) = {\rm tr}\rho$ for $U U^\dagger = 1$). – Andrew Oct 18 '21 at 17:31
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@draconianzoo yes, different mixtures can give the same density matrix, but the overall probabilities of any measurement will be the same. This becomes more of an ontological question "is there actually a specific underlying set of pure states or is the universe inherently probabilistic" – Quantum Mechanic Oct 18 '21 at 18:26
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I see, so the expectation values remain same. But still, it feels odd to say that density matrix has complete info when we know which pure states and their corresponding proportions but density matrix doesn't know it. – draconianzoo Oct 18 '21 at 18:57
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@draconianzoo what do you mean by "we know" - all we can ever say with certainty is the results of measurements, which corresponds to some density operator, but we can't ever say for certain that the density operator came from one set of pure states or another (in fact, it is impossible to say so, says this recent article: https://doi.org/10.1007/s10701-020-00398-6) – Quantum Mechanic Oct 18 '21 at 20:11
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@draconianzoo I would actually go the other way with this information. Two mixtures which lead to the same density matrix cannot be distinguished by any experiment. Therefore I'd actually say the density matrix formalism has the advantage that it tells you when two apparently different mixtures are actually physically equivalent. (The division between classical and quantum uncertainty I made in my answer isn't quite as clear cut as I made it sound, unfortunately.) – Andrew Oct 19 '21 at 15:44
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Indeed there is an isometry transformation that relates two equivalent density matrices, see: https://physics.stackexchange.com/questions/156777/proving-the-unitary-relation-of-ensemble-decompositions – Andrew Oct 19 '21 at 15:44
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That makes sense. I see if we are given the density matrix we can't know what was the mixture that the system had. But if we are given two systems with known mixtures that give same density matrix, in that case we do have one additional information which the density matrix does not, namely the classical probabilities of the pure states in the two mixtures. Is that correct, or am I missing something still? – draconianzoo Oct 22 '21 at 12:11
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@draconianzoo I would say that if you're given two "different" mixtures that give rise to the same density matrix, you can do a change of variables (this "isometry transformation I linked above) that makes them look like the same mixture. There's no experiment that you can do to distinguish these two mixtures (since they have the same density matrix), so I would say they really are the same mixture, just expressed in different ways. – Andrew Oct 22 '21 at 16:27