It is well known that density matrices can be used in quantum mechanics to
represent the information available to an observer about either a system with a
random wave function (``statistical mixture'') or a system that is entangled
with another system (``reduced density matrix''). We point out another role,
previously unnoticed in the literature, that a density matrix can play: it can
be the ``conditional density matrix,'' conditional on the configuration of the
environment. A precise definition can be given in the context of Bohmian
mechanics, whereas orthodox quantum mechanics is too vague to allow a sharp
definition, except perhaps in special cases. In contrast to statistical and
reduced density matrices, forming the conditional density matrix involves no
averaging. In Bohmian mechanics with spin, the conditional density matrix
replaces the notion of conditional wave function, as the object with the same
dynamical significance as the wave function of a Bohmian system.Comment: 16 pages LaTeX, no figure