The quantum Markov property is equivalent to the strong additivity of von Neumann entropy for graded quantum systems. The additivity of von Neumann entropy for bipartite graded systems implies the statistical independence of states. However, the structure of Markov states for graded systems is different from that for tensor-product systems which have trivial grading. For three-composed graded systems we have U(1)-gauge invariant Markov states whose restriction to the marginal pair of subsystems is nonseparable.

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