Dependent variance correction in heterodyne normalization occurs when an overlap reading and the estimated logarithmic variance used to correct it share random information. Correcting the reading is then a joint nonlinear calculation; multiplying separately averaged correction factors can give the wrong answer, even when the variance estimate is unbiased.
Write and , with a centered normal random variable of variance . The exact mean ratio is
The joint exponential moment in overlap correction cannot generally be replaced by . That factorization requires independence. JCGM 101 treats a measurement function of jointly distributed inputs and distinguishes choosing that joint model from propagating it.[ref]
An original counterexample takes . This estimate is nonnegative and has expected value , because the log-error mean is assumed known to be zero. It is completely dependent on the reading. It is a mathematical stress test, not a recommended way to estimate receiver noise from one observation.
Completing the square in a Gaussian integral gives
Setting therefore yields
At stipulated , the ratio is . An unbiased variance estimate has left a downward mean shift. The independence-based upward-shift argument in uncertain variance in heterodyne lognormal bias correction does not apply.
For comparison, let be an independent copy and use . The variance estimate has exactly the same marginal distribution, but the mean ratio becomes , approximately 1.16582 at . Changing only the dependence reverses the direction of the residual bias. Both are illustrative probability models, not measured optical noise levels.
In a physical analysis, record which calibration records, fitted residuals and normalization readings are reused. A Monte Carlo method must reproduce those shared random inputs rather than independently drawing a new variance estimate wherever the formula uses it. An independent calibration sample simplifies some dependencies but can introduce drift between calibration and measurement. Neither strategy replaces checks on heterodyne RF-to-DC gain transfer check or stable optical alignment; the probability model describes residual uncertainty after those measurement paths have been specified.
The gain-matching condition for heterodyne normalization is the relation between three positive multiplicative calibration factors that leaves a normalized beat unchanged. If the corrected peak beat current is and the separate arm currents are , then
Exact cancellation therefore requires , or equivalently
The beat-channel gain must equal the geometric mean of the arm-channel gains. The three gains need not individually agree.
An original example uses and . Their geometric mean is 0.99, so gives exact cancellation. Keeping instead multiplies the inferred overlap by . Choosing the arithmetic mean 1.01 for would not solve the problem: it would multiply the result by approximately 1.02020. These are stipulated calibration factors, not receiver specifications.
For time-dependent gains, the condition must hold for the corresponding measurements in each realization if sample-by-sample invariance is claimed. Merely arranging zero mean logarithmic mismatch does not guarantee an unbiased arithmetic overlap: lognormal bias of a heterodyne overlap estimate gives a counterexample under Gaussian log-errors.
A heterodyne RF-to-DC gain transfer check distinguishes electronic amplification in the beat-frequency path from the response used for the arm currents. A change confined to does not cancel. Neither does a generic additive dark-current error satisfy this multiplicative model. Preserve the amplitude convention as well: is a corrected peak current, rather than the unconverted electrical beat power.
The NIST receiver experiment used two lasers, a beam splitter, a polarizer and single-mode collection to establish optical matching, while separately correcting the electrical measurement path.[ref] Those different physical operations explain why one common scalar gain is a special case rather than an automatic description of the entire apparatus.
One practical test varies a suspected common gain while holding powers, mode matching and collection conditions fixed, and checks whether the normalized result stays constant. Passing that test constrains response to that change; it does not exclude an unchanged systematic mismatch. Report the gain-sharing model and the remaining uncertainty before interpreting normalization as complete calibration cancellation.