As I understand it the wave function of entangled photons should be considered as belonging to both photons (or both photons as belonging to one and the same wave function), in the sense that subsequent detections will conform to the same pure state (rather than a mixed state) - so detection of one photon is, in a sense, detection of the other.
Part of the problem is the whole dichotomy between particles and waves. Obviously, in concept they are different things (and part of the reason for the problem) but when referencing physical particles using the term "particle" we really mean wave (or wavelet), or field (or subfield). The classical "particle" component only really enters into the conceptual framework at the point of detection (and emission). Elsewhere it plays no real part other than in endless mind games trying to imagine the particle (wave/field) as a particle-like thing. Or another way of saying this is that a particle is in name only. Particle detections, on the other hand, are particle-like (or point-like) things.
There is probably a third category necessary - which is on the threshold between physics and information theory - where in addition to particles, and particle detections, would be detection patterns (such as an interference pattern). Indeed, one might say a detection pattern is far more important than any single detection (or indeed any single particle), and indeed that arguably wave functions (or field descriptors) are really just a particularly clear way of describing detection patterns - be they ones that have occurred, or have yet to occur, or can't occur.
And the relationship between individual detections on the one hand, and detection patterns on the other, is clearly statistical. But also between these two it becomes a lot clearer the distinction between classical particle-like concepts on the one hand (a single point in space and time) and wave/field concepts on the other (a signal spread across space and time).
For example in the following is a photo-graph of a cat (in this case, one that looks alive). We can clearly see both point like and signal/pattern like aspects - and at the same time. The cat we see occupies the signal/pattern domain whereas each pixel occupies the classical particle domain. Of interest are these pixels (or "particles"). We can clearly see each pixel is either black or white - there are no in-between grey tones, and yet we can also quite clearly sense the grey tones. The cat's fur is dark in some areas and lighter in other areas - but this is not discernible when looking at an individual pixel. And indeed we can clearly sense (see) a cat. The cat (and the grey tones) are not a function of individual pixels. It is the individual pixels (particle detections) which are a statistical (or stochastic) function of the cat (the signal/pattern component).
http://cgnip.com/sites/default/files/1314730006/cat0-variant.png
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