We theoretically investigate the linear susceptibility and propagation of light in a three-dimensional (3-D) Rydberg gas under conditions of electromagnetically induced transparency. Rydberg atoms with two relevant S states are coupled via exchange interactions. When the gas is initially prepared in an entangled spin-wave state, this coupling induces a strong, nonlocal susceptibility whereby the photon field at one point of the medium acts as a source at a distant position. The nonlocal propagation occurs not only in the propagation direction but also in the paraxial direction. We discuss the absorption features and numerically simulate the 3-D propagation of probe laser light. Combined with the long-range exchange interaction, we show that the 3-D Rydberg gas is an ideal medium for studying nonlocal wave phenomena, in which the strength, range, and sign of the nonlocal interaction kernel can be widely tuned.
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