There is something i don't totally get about the density operators when we are in the mixed case.
Let's say I have this operator :
$$ \rho=\sum_i q_i | \psi_i \rangle \langle \psi_i | $$
I am doing a measurement of an observable $A$ and I find $a_i$ as result of measurement.
I know that my state will be projected in the eigenspace associated to $a_i$.
Thus my density matrix at the end should be :
$$ \rho'= \sum_i q_i \frac{P_j |\psi_i \rangle \langle \psi_i | P_j}{q_{j|i}}$$
Where $q_{j|i}=Trace(P_j |\psi_i \rangle \langle \psi_i |)$.
But the "problem" with this is that I can't consider a global operator applied on my density matrix during this process. Indeed I have to do a normalisation operation corresponding to the $q_{j|i}$ in the denominator.
In a pure case however I can say that $\rho'=\frac{P_j \rho P_j}{q_j}$ : I have a "global" operation applied on my density matrix without using any decomposition.
However, in this link : http://www-bcf.usc.edu/~tbrun/Course/lecture17.pdf on page 10, the seem to say that it is possible to apply a global operator on the density matrix in a mixed state, they write :
$$ \rho \rightarrow \sum_i \frac{p_{i|j}}{p_{j|i}}P_j |\psi_i \rangle \langle \psi_i |P_j = \frac{P_j \rho P_j}{p_j} $$
Same result on the wikipedia page : https://en.wikipedia.org/wiki/Density_matrix
I don't understand how we end up with such result. What is the mathematical trick to get the result ? I would like a deconnected explanation from http://www-bcf.usc.edu/~tbrun/Course/lecture17.pdf because I am really confused by what they do. The best would be a short proof in an answer.
Remark : I posted this message months ago but I edited my question right now because I still don't understand. However the comment written are probably not consistent anymore.