We present details of calculations and a comprehensive review on the v
arious correlation functions for coherent electronic or classical wave
transmission through a disordered scattering medium, in the diffusive
limit lambda much less than l much less than L(phi), where lambda is
the wavelength, l is the transport mean free path, and L(phi) is the
phase coherence length. The connection between mesoscopic conductance
fluctuations in disordered metals and speckle pattern fluctuations fo
r classical waves is reviewed. The short-range correlation function C(
1) is shown to be responsible for the conventional speckle pattern flu
ctuations and the so called ''memory effect''. The long-range correlat
ion function C(2) is shown to dominate in the correlations and fluctua
tions of the total transmission coefficient. The ''infinite range'' ba
ckground correlation function C(3) is shown to be related to the unive
rsal conductance fluctuations in disordered mesoscopic conductors. We
also discuss many generalized correlation functions such as those for
frequency correlations, spatial correlations, correlations in Fabry-Pe
rot interferometer devices, and in reflection geometries. A special ki
nd of correlation function, corresponding to the sensitivity of speckl
e pattern intensities to the motion of impurities, will also be review
ed. Finally, the equivalence between the angular correlation functions
and the auto-correlation functions in ''diffusing wave spectroscopy''
will be discussed.