Uniform Probability Distribution Over All Density Matrices

Abstract

Let $\mathscr{H}$ be a finite-dimensional complex Hilbert space and $\mathscr{D}$ the set of density matrices on $\mathscr{H}$, i.e., the positive operators with trace 1. Our goal in this note is to identify a probability measure $u$ on $\mathscr{D}$ that can be regarded as the uniform distribution over $\mathscr{D}$. We propose a measure on $\mathscr{D}$, argue that it can be so regarded, discuss its properties, and compute the joint distribution of the eigenvalues of a random density matrix distributed according to this measure.