While reading the Wikipedia page on the P function, I came across the following consideration (paraphrasing from there):
Given a state $\rho$, if we write it in anti-normal order as $\rho_A=\sum_{jk}c_{jk}a^j a^{\dagger k}$, and $$\rho_A(a,a^\dagger) = \frac1\pi\int \rho_A(\alpha,\alpha^*)|\alpha\rangle\!\langle\alpha| d^2\alpha,$$ then we can formally assign $P(\alpha)=\frac1\pi \rho_A(\alpha,\alpha^*)$.
What I don't quite understand is what $\rho_A$ is supposed to be representing here. If I write the state $\rho$ in terms of creation and annihilation operators I get something of the form $$\rho = \sum_{jk} \rho_{jk} a^{\dagger j}|0\rangle\!\langle 0| a^k,$$ which differs from the above $\rho_A$ not only in the ordering of the operators, but also crucially in the presence of the vacuum state between them, so going from this to the "anti-normally ordered expression" $\rho_A$ does not look so straightforward.
What's a better way to understand this?