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In all textbooks on quantum optics I can reach (Scully, Leonhardt, Walls, etc), the Glauber-Sudardhan $P$-representation $P(\alpha)$ is introduced in the following two ways:

  1. Fourier transform of $\mbox{Tr}(\hat\rho \mbox{e}^{\alpha \hat a^\dagger}\mbox{e}^{\alpha ^*\hat a})$.
  2. "Diognal element" of density operator in terms of coherent states, i.e., $\hat\rho=\int \mbox{d}^2\alpha P(\alpha)|{\alpha}\rangle\langle{\alpha}|$.

In the first defination, there're no restrictions on $\hat \rho$. However the second defination requires $\hat \rho$ to be diagonalized. In Scully' book (page 76), he says,

The name coherent state representation is due to the following representation of density operator $\hat\rho$ by means of a diagonal representation in terms of the coherent states: $\hat\rho=\int \mbox{d}^2\alpha P(\alpha)|{\alpha}\rangle\langle{\alpha}|$.

But he didn't prove it. So, can every $\hat\rho$ be expanded into a diagonal form like above? And how to prove it?

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