In the right conditions, removing one particle from a multipartite bound state can make it fall apart. This feature, known as the "Borromean property", has been recently demonstrated experimentally in Efimov states. One could expect that such peculiar behavior should be linked with the presence of strong inter-particle correlations. However, any exploration of this connection is hindered by the complexity of the physical systems exhibiting the Borromean property. To overcome this problem, we introduce a simple dynamical toy model based on a discrete-time quantum walk of many interacting particles. We show that the particles described by it need to exhibit the Greenberger-Horne-Zeillinger (GHZ) entanglement to form Borromean bound states. As this type of entanglement is very prone to particle losses, our work demonstrates an intuitive link between correlations and Borromean properties of the system. Moreover, we discuss our findings in the context of the formation of composite particles.
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