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Both measures are defined for random variables with values in \\(\\mathbb{R}^{d_i}\\) for \\(d_i\\ge 1\\) for every \\(i=1,\\dots,n\\) (i.e., eventually, the spaces have arbitrary dimensions).  The introduced measures are closely related to distance covariance, as introduced in [\\textit{G. J. Sz\u00e9kely} et al., ibid. 35, No. 6, 2769--2794 (2007; Zbl 1129.62059);  \\textit{G. J. Sz\u00e9kely} and \\textit{M. L. Rizzo}, Ann. Appl. Stat. 3, No. 4, 1236--1265 (2009; Zbl 1196.62077)], and inherit many of its features. Moreover, both measures are based on the weighted \\(L^2\\)-distance of quantities related to the characteristic functions of the underlying random variables.  As a relevant property, \\(\\overline{M}_{\\rho}(X_1,\\dots,X_n)=0\\) if, and only if, the involved random variables are independent. 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