Maybe I wasn't clear enough: I wasn't talking about one receiving and one transmittning antenna separated by a far distance but about two or more closely placed antennas separated by some fraction of a wavelength or so. Such a configuration is used in MIMO systems. Depending on how the antennas are placed to each other, they will interfere constructively or destructively. A measure of this is the correlation coefficient. Normally you want to place the antennas so that there is no correlation between them. Note also that the correlation coefficient measures the linear dependence, not any other dependence. For example if there is a square relation, then obviously the antenna patterns are dependent on each other but the correlation coefficient is zero.