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added pointer to what seems to be the origin of the notion of density matrices:
John von Neumann, §IV, §V in:
Mathematische Grundlagen der Quantenmechanik, Springer (1932, 1971) [doi:10.1007/978-3-642-96048-2]
Mathematical Foundations of Quantum Mechanics Princeton University Press (1955) [doi:10.1515/9781400889921, Wikipedia entry]
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