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Eigenmode alignment in overlap variance correction describes how shared calibration directions change the mean of a variance-corrected overlap, even when the marginal distributions of the reading and estimated variance are fixed. In the quadratic Gaussian overlap correction model, let $Z$ have the standard multivariate normal distribution, $d=a^{\mathsf{T}}Z$ and $\hat{v}=c+Z^{\mathsf{T}}BZ$, with symmetric positive semidefinite matrix $B$ and $c\ge 0$. The corrected estimate is $\tilde{\gamma }=\gamma \exp (d-\hat{v}/2)$.

Write $B=Q\mathrm{diag}({\lambda }_k)Q^{\mathsf{T}}$ with orthogonal matrix $Q$, and let $\alpha =Q^{\mathsf{T}}a$. Completing the square in the Gaussian density givesThe eigenvalues determine the variance estimator's distribution. Its eigenvectors determine which of those directions also enters $d$. Rotating $B$ relative to a fixed $a$ preserves those eigenvalues but changes the last sum.

An original rank-one example takes $\Vert a\Vert =1$, $B=0.2u{u}^{\mathsf{T}}$ with unit vector $u$, and $c=0.8$. If $\theta$ is the angle between $a$ and $u$, direct inversion of $I+B$ givesParallel alignment gives a mean ratio about $0.9282$; perpendicular alignment gives about $1.0089$. Both estimated variances have mean one and distribution $0.8+0.2Z_1^2$. Unbiased estimation of the logarithmic variance therefore does not itself make the corrected arithmetic overlap unbiased.

A Rayleigh quotient bounds every orientation when $a\ne 0$:The endpoints occur when $a$ lies in the respective extreme eigenspaces. Substituting these bounds into the logarithmic mean formula gives a deterministic range over all alignments with the stated eigenvalues.

There is an instructive dependence trap. Symmetry gives $\mathrm{cov}(d,\hat{v})=0$, while the Gaussian fourth moments giveZero linear covariance between the signed residual and the variance estimate therefore does not establish that they are independent random variables. Squaring the residual exposes shared directions.

For an actual calibration, the joint input model must describe which records are reused. JCGM 101 separates assigning input distributions from propagating them and presents the multivariate normal distribution as one possible joint assignment.^[ref] The examples and orientation bounds above are derived probability models, not measured heterodyne performance.

The joint exponential moment in overlap correction is the expected value $\mathbb{E}[\exp (d-\hat{v}/2)]$ that controls the mean of a variance-corrected overlap estimate. It retains the dependence between a logarithmic reading error $d$ and its estimated variance $\hat{v}$. Separate marginal distributions do not determine this expectation.

For $\hat{\gamma }=\gamma e^d$ and $\tilde{\gamma }=\hat{\gamma }{e}^{-\hat{v}/2}$,An original multivariate Gaussian integral evaluates a useful family exactly. Let $Z\sim N(0,I_n)$, $d=a^{\mathsf{T}}Z$ and $\hat{v}=c+Z^{\mathsf{T}}BZ$, with $c\ge 0$ and $B$ a symmetric positive semidefinite matrix. Completing the square givesIndeed, combining the Gaussian density with the correction changes its precision matrix to $I_n+B$ and shifts its center to $(I_n+B{)}^{-1}a$. Integration gives the determinant factor. Positive semidefiniteness keeps the variance estimate nonnegative and the integral finite. This is a quadratic Gaussian overlap correction model, not a receiver specification.

The log-error variance is $a^{\mathsf{T}}a$, while $\mathbb{E}[\hat{v}]=c+\mathrm{tr}B$. Equality of those quantities makes the variance estimate unbiased; it does not make the corrected overlap unbiased.

For a concrete two-dimensional example, take $a=(1,0{)}^{\mathsf{T}}$ and $c=0$. Choosing $B=\mathrm{diag}(1,0)$ uses the same normal component in both the reading and variance estimate, giving $e^{1/4}/\sqrt{2}\approx 0.90794$. Choosing $B=\mathrm{diag}(0,1)$ uses an independent component, giving $e^{1/2}/\sqrt{2}\approx 1.16582$. Both variance estimates have the same chi-squared distribution and mean one. Their different joint relationships to the reading reverse the direction of the remaining bias.

In a measurement implementation, preserve which calibration residuals and normalization records are shared. JCGM 101 distinguishes joint input assignment from numerical propagation and discusses multivariate Gaussian inputs and prior uncertainty calculations.^[ref] A Monte Carlo method can reproduce the integral for a specified joint model; independently resampling shared records would test another model. Compare simulated means with this exact family before interpreting numerical convergence as evidence about a physical receiver.