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CHSH Correlations and Joint-Distribution Extensions

The four pair distributions in a CHSH experiment need not be marginals of one probability distribution for four jointly defined classical variables. Fine’s theorem characterizes exactly when such an extension exists in the binary, two-setting scenario. This page develops that extension problem and constructs a nontrivial example. The canonical CHSH article gives the local-bound derivation, Tsirelson bound, and quantum realization.

Required background. CHSH Inequality defines the four correlations and their local bound; Measure Theory Minimum supplies marginalization of finite probability distributions.

Four observed pairs and one proposed extension

Section titled “Four observed pairs and one proposed extension”

Let x,y∈{0,1}x,y\in\{0,1\} and a,b∈{−1,1}a,b\in\{-1,1\}. Given four normalized, nonnegative distributions pxy(a,b)p_{xy}(a,b), ask for 16 numbers

q(a0,a1,b0,b1)≥0,∑q=1,q(a_0,a_1,b_0,b_1)\ge0,\qquad \sum q=1,

whose (ax,by)(a_x,b_y) marginals are pxyp_{xy}. This is an ordinary finite linear feasibility problem. The unobserved joint probabilities for a0,a1a_0,a_1 or b0,b1b_0,b_1 are unknowns; they are not measured quantum joint distributions of incompatible observables.

A necessary condition is consistent one-party marginals:

∑bpx0(a,b)=∑bpx1(a,b),∑ap0y(a,b)=∑ap1y(a,b).\begin{aligned} \sum_b p_{x0}(a,b)&=\sum_b p_{x1}(a,b),\\ \sum_a p_{0y}(a,b)&=\sum_a p_{1y}(a,b). \end{aligned}

These are the no-signaling equalities for the observed scenario. Without them, no extension exists even if one chosen CHSH expression happens to lie between −2-2 and 22.

For the four valid pair distributions with consistent marginals, the following are equivalent:

  1. A nonnegative normalized extension qq exists.
  2. The behavior has a measurement-independent Bell-local model.
  3. All eight CHSH inequalities hold:
∑x,ysxyExy≤2,sxy∈{−1,1},∏x,ysxy=−1,\sum_{x,y}s_{xy}E_{xy}\le2, \qquad s_{xy}\in\{-1,1\},\quad \prod_{x,y}s_{xy}=-1,

where Exy=∑a,bab pxy(a,b)E_{xy}=\sum_{a,b}ab\,p_{xy}(a,b). The equivalence with the complete inequality family is Fine’s theorem; we use that result rather than claiming to derive its general sufficiency from a single correlation bound.

The first two statements have a direct proof. Given qq, use the four-entry table as the hidden variable and read out ax,bya_x,b_y deterministically. Conversely, a local model with responses pA,pBp_A,p_B gives

q(a,b)=∫μ(dλ)∏x=01pA(ax∣x,λ)∏y=01pB(by∣y,λ).q(\boldsymbol a,\boldsymbol b) =\int\mu(d\lambda) \prod_{x=0}^1p_A(a_x\mid x,\lambda) \prod_{y=0}^1p_B(b_y\mid y,\lambda).

Positivity is immediate. Summing all entries gives one, and summing the unselected entries recovers each observed pair. The construction chooses conditionally independent auxiliary outcomes for different settings; it does not assert that incompatible quantum measurements can actually be performed together.

Necessity of every CHSH inequality follows by averaging the deterministic bound over qq. General sufficiency is special to this scenario. With more settings or outcomes, a chosen family of CHSH tests can miss other Bell inequalities.

Consider unbiased marginals with

pxy(a,b)=14(1+abExy),(E00,E01,E10,E11)=(t,t,t,−t).p_{xy}(a,b)=\frac14(1+abE_{xy}), \qquad (E_{00},E_{01},E_{10},E_{11})=(t,t,t,-t).

For ∣t∣≤1|t|\le1 these are valid no-signaling pair distributions. Define

K=a0b0+a0b1+a1b0−a1b1,qt=116(1+tK).\begin{aligned} K&=a_0b_0+a_0b_1+a_1b_0-a_1b_1,\\ q_t&=\frac1{16}(1+tK). \end{aligned}

Every deterministic table has K=±2K=\pm2. Thus qt≥0q_t\ge0 precisely when ∣t∣≤1/2|t|\le1/2. Summing any single sign variable kills terms containing it; the four required marginals are exactly the pxyp_{xy}. This proves existence constructively throughout the local interval. Outside that interval, ∣E00+E01+E10−E11∣=4∣t∣>2|E_{00}+E_{01}+E_{10}-E_{11}|=4|t|>2, so no alternative positive extension can work.

The same algebraic formula still reproduces the marginals for larger tt, but some entries become negative. Such a signed extension is not a classical hidden-variable probability distribution. It shows concretely where positivity, rather than normalization alone, enters the theorem.

Exercise: inspect the boundary distribution

Section titled “Exercise: inspect the boundary distribution”

At t=1/2t=1/2, determine how many of the 16 entries of qtq_t are nonzero and their values. Why can the observed pairs nevertheless all have positive probabilities?

Solution

Flipping both Alice signs changes KK to −K-K and pairs the tables. Eight therefore have K=2K=2 and eight have K=−2K=-2. Their weights are 1/81/8 and zero respectively. A pair marginal sums four entries and equals either 3/83/8 or 1/81/8, so all observed pair probabilities are positive. Zeros in the unobserved four-variable extension do not require zeros in its pair marginals. The boundary of the local set can occur while every observed outcome remains possible.

  • Clauser, John F., Michael A. Horne, Abner Shimony, and Richard A. Holt, “Proposed experiment to test local hidden-variable theories,” Physical Review Letters 23, 880–884 (1969), doi:10.1103/PhysRevLett.23.880 — the CHSH constraint.
  • Fine, Arthur, “Hidden Variables, Joint Probability, and the Bell Inequalities,” Physical Review Letters 48, 291–295 (1982), doi:10.1103/PhysRevLett.48.291 — the joint-distribution equivalence used here.