EMH: Difference between market price and fundamental value?
The fundamental value of an asset over an infinite horizon is the sum of dividends discounted over time. 

You are stumbling into the literature on rational and irrational bubbles. In general, the difference between the fundamental value of an asset and its market price constitutes, to some degree, bubble behavior.

Edit — I can probably expand this for clarity.  Each of those definitions tries to get at the same thing — there is no room for systematic bias in the prices of assets traded on the market. Markets, more or less, are powerful because they aggregate massive amounts of information. They incorporate ever trader’s wants, fears, expectations, etc. and distill it all into a single thing — a price. And markets do this very quickly. We can see this, for example, when markets adjust to incorporate information shocks that occur around FOMC statements. Because of this, it should be true that prices do not deviate systematically from fundamentals. The argument boils down to one of arbitrage opportunities, I suppose. 

However, many economists (many people, really) openly discuss bubbles. A bubble, rather loosely stated, exists if prices deviate systematically from fundamentals. The common theme of each definition above is that we should see systematic deviations on prices away from fundamentals. They just vary a bit in how emphatically they say this. Nevertheless, we all talk about bubbles. 

Also — how do we know if prices have deviated from fundamentals? Well, there is a nice literature built around this idea, but I am not convinced this is possible to do with empirical data. However, economists have used the laboratory to show that this happens in markets. In fact, generating bubbles in an asset market is probably among the most reproducible laboratory phenomena I can think of.