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In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…

Statistics Theory · Mathematics 2018-12-31 Jozef Baruník , Tobias Kley

The canonical commutation relation is a cornerstone of quantum theory and underlies the Heisenberg uncertainty principle. Although uncertainty relations have been extensively tested, direct verifications of the underlying commutation…

We introduce the concept of optical coherence squeezing in double-slit interference. We construct Hermitian operators that characterize the coherence at the slits, leading to coherence uncertainty relations and a corresponding squeezing…

Quantum Physics · Physics 2026-02-27 Martti Hanhisalo , Atri Halder , Tero Setälä , Andreas Norrman

Studying the coherence of an optical field is typically compartmentalized with respect to its different optical degrees of freedom (DoFs) -- spatial, temporal, and polarization. Although this traditional approach succeeds when the DoFs are…

In analogy to Glauber's analysis of optical coherence, we adopt an operational approach to introduce different classes of atomic coherence associated with different types of measurements. For the sake of concreteness we consider…

Condensed Matter · Physics 2007-05-23 E. V. Goldstein , O. Zobay , P. Meystre

The fluctuations or disordered motion of the electromagnetic fields are described by statistical properties rather than instantaneous values. This statistical description of the optical fields is underlying in the Stokes-Mueller formalism…

A pair of quantum observables diagonal in the same "incoherent" basis can be measured jointly, so some coherence is obviously required for measurement incompatibility. Here we first observe that coherence in a single observable is linked to…

Quantum Physics · Physics 2022-01-11 Jukka Kiukas , Daniel McNulty , Juha-Pekka Pellonpää

According to the Van Citter-Zernike theorem the intensity distribution of a spatially incoherent source and the mutual coherence function of the light impinging on two wave sensors are related. It is the comparable relationship using a…

Instrumentation and Methods for Astrophysics · Physics 2010-08-31 P. A. Fridman

We show that an intensity speckle can be directly interpreted as the properties of incident light - amplitude, phase, polarization, and coherency over spatial positions. Revisiting the speckle-correlation scattering matrix (SSM) method [Lee…

Optics · Physics 2019-08-07 KyeoReh Lee , YongKeun Park

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Methodology · Statistics 2017-09-04 Kyungchul Song

In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…

Methodology · Statistics 2025-12-16 Yixiao Liu , Pengjian Shang

A definition of frequency (cycles per unit-time) based on an approximate reconstruction of the phase-space trajectory of an oscillator from a signal is introduced. It is shown to be invariant under linear filtering, and therefore…

Chaotic Dynamics · Physics 2009-11-10 A G Rossberg

Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…

Statistics Theory · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

Coherence measures and their operational interpretations lay the cornerstone of coherence theory. In this paper, we introduce a class of coherence measures with $\alpha$-affinity, say $\alpha$-affinity of coherence for $\alpha \in (0, 1)$.…

Quantum Physics · Physics 2018-09-24 Chunhe Xiong , Asutosh Kumar , Junde Wu

We analyze an intensity interferometry measurement carried out with two point-like detectors facing a distant source (e.g., a star) that may be partially occluded by an absorptive object (e.g., a planet). Such a measurement, based on the…

Optics · Physics 2013-11-26 Dmitry V. Strekalov , Baris I. Erkmen , Nan Yu

We present the first experimental observation of modulation instability of partially spatially incoherent light beams in non-instantaneous nonlinear media. We show that even in such a nonlinear partially coherent system (of…

The absence of self averaging in mesoscopic systems is a consequence of long-range intensity correlation. Microwave measurements suggest and diagrammatic calculations confirm that the correlation function of the normalized intensity with…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 P. Sebbah , B. Hu , A. Z. Genack , R. Pnini , B. Shapiro

We study the fluctuations of the light emitted by two identical incoherent point sources in a disordered environment. The intensity-intensity correlation function and the speckle contrast, obtained after proper temporal and configurational…

Optics · Physics 2015-02-09 R. Carminati , G. Cwilich , L. S. Froufe-Pérez , J. J. Sáenz

Interferometric photon-correlation measurements, which correspond to the second-order intensity cross-correlations between the two output ports of an unbalanced Michelson interferometer, are sensitive to both amplitude and phase…

Optics · Physics 2015-06-15 A. Lebreton , I. Abram , R. Braive , I. Sagnes , I. Robert-Philip , A. Beveratos

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

Signal Processing · Electrical Eng. & Systems 2021-10-07 Filip Elvander , Johan Karlsson , Toon van Waterschoot