From "Modern Quantum Mechanics, revised edition" by J. J. Sakurai, page 181.
Equation (3.4.27), at some time t_0, the density operator is given by
\rho(t_0) = \sum_i w_i \mid \alpha^{(i)} \rangle \langle \alpha^{(i)} \mid
Equation (3.4.28), at a later time, the state ket changes from \mid...