When does raspberry Pi pin reset its state
Setting a GPIO pin to a high voltage level is one option.  Whether the device is off or set to low, the Arduino can detect such a "voltage".  Pins aren't going to float high when the Pi is powered off.

Keep in mind that the the PI is a 3.3V device.  That's VERY close to the high/low threshold of an Arduino, which uses 5V I/O.  You might consider using one of the Arduino's analog inputs to detect the state of your Pi.