How to mix a density matrix
  A given density matrix may be represented in many ways as a mixture of pure states. We show how any density matrix may be realized as a uniform ensemble. It has been conjectured that one may realize all probability distributions that are majorized by the vector of eigenvalues of the density matrix. We show that if the states in the ensemble are assumed to be distinct then it is not true, but a marginally weaker statement may still be true. 
Ingemar Bengtsson and Asa Ericsson