EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS

Eur. Trans. Telecomms. 2007; 18:217233

Published online 19 June 2006 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/ett.1135
Information Theory
Outage probability in multiple antenna systems

Eduard A. Jorswieck

and Holger Boche

Fraunhofer Institute for Telecommunications, Heinrich-Hertz-Institut, Einsteinufer 37, D-10587 Berlin, Germany
SUMMARY
Multiple transmit antennas improve the ergodic and outage capacity of wireless systems. Spatial proper-
ties of the channel including the transmit antenna array affect the optimum transmission strategy as well
as the achievable capacity and average throughput. First, we study the outage probability of a multiple
input single output (MISO) system with perfect channel state information (CSI) at the receiver under dif-
ferent types of CSI at transmitter and with transmit antenna correlation. We prove the conjecture given
in Telatars seminal paper and complete the analysis of the optimum transmit strategy without CSI at the
transmitter and uncorrelated antennas. Furthermore, we show how the impact of correlation on the out-
age probability depends on the transmission rate and SNR. We show that the behaviour of the outage
probability differs from the behaviour of the ergodic capacity. In terms of ergodic capacity there are clear
instructions what is the optimum transmission strategy and what is the impact of correlation. In contrast,
the outage probability behaves chameleonic. If the transmitter is aware of the channel correlation matri-
ces, the optimum transmit strategy is to transmit along the eigenvectors of the known correlation matrix.
The remaining power allocation problem is difcult since it is a non-convex optimisation problem. How-
ever, necessary conditions characterise the optimal allocation. Finally, we analyse the outage probability
for the general multiple input multiple output (MIMO) system with spatially correlated transmit and re-
ceive antennas in asymptotic high and low SNR regime. The theoretical results are illustrated by numerical
simulations. Copyright 2006 AEIT
1. INTRODUCTION
Multiple-element antenna arrays can improve the perfor-
mance and capacity of a wireless communication system
in a fading environment [14]. In recent years, it was
discovered that multiple input multiple output (MIMO)
systems have the ability to reach higher transmission rates
than one-sided array links [5, 1]. The achievable ergodic
capacity depends on the spatial properties of the wireless
channel: It was shown that correlation of the transmit
antennas reduces the achievable capacity of the channel by
numerical simulations [6], for asymptotic many antennas
* Correspondence to: Eduard A. Jorswieck, Fraunhofer-Institute for Telecommunications, Heinrich-Hertz-Institut, Broadband Mobile Communication
Networks, Einsteinufer 37, 10587 Berlin, Germany. E-mail: jorswieck@hhi.de

Part of this work was presented at IEEE Information Theory Workshop, April 2003 and IEEE International Z urich Seminar on Communications,
February 2004.
Contract/grant sponsor: Deutsche Forschungsgemeinschaft (DFG).
in MIMO systems [7], and in general for multiple input
single output (MISO) systems [8] and MIMO systems [9]
for uninformed transmitters. Otherwise, it depends, for
example on the SNR if correlations are benecial or not
[8]. In Reference [10], the authors study effects within the
channel, so called key-wholes.
In literature there are different models which measure
the correlation of the transmit and receive antennas in
MIMO systems. We use the well-established model from
Reference [7]. This model is well suited for Rayleigh and
Ricean MIMOchannels which naturally arise in a rich scat-
tering environment. In Reference [6] a model for correlation
Received 23 February 2005
Revised 5 October 2005
Copyright 2006 AEIT Accepted 10 March 2006
218 E. A. JORSWIECK AND H. BOCHE
of the multi element antenna was developed and the ergodic
and outage capacity was computed under correlation. In
Reference [7] the impact of correlation was analysed by
studying the asymptotic eigenvalue distribution of the
channel matrix for a large number of transmit and receive
antennas. The theory of majorisation for discrete vectors
was extended to continuous probability density functions
and it was shown that correlation decreases the ergodic
capacity. In Reference [11], an approximative expression
for the capacity of correlated MIMOchannels has been pre-
sented. In Reference [12] analytical results for the moments
of the mutual information under correlation were derived
for large antenna arrays, too. Using the tight capacity bound
which was developed in Reference [13] for high SNR
values, the impact of correlation can easily be analysed. All
analytical results assume either a large number of antennas
or high SNR values. For the MISO case, a proof was
derived in Reference [14]: The ergodic capacity of a MISO
system with no CSI at the transmitter decreases if the
transmit correlation increases. Furthermore, it was shown
in Reference [14], that the capacity loss due to correlation
is bounded by some small constant. The optimumtransmis-
sion strategy in MISOchannels for different types of CSI at
the transmit array was studied in Reference [8]. For no CSI,
the optimum transmission strategy with respect to ergodic
capacity is equal power allocation and the ergodic capacity
is a Schur-concave function with respect to the channel
covariance matrix eigenvalues, that is the more correlated
the channel is, the less ergodic capacity. For covariance
feedback, the optimum transmission strategy can be itera-
tively computed and the ergodic capacity is a Schur-convex
function with respect to the channel correlation.
In contrast to the ergodic capacity which is a measure
for the amount of average information error-free transmit-
ted, the outage probability is a more subtle measure for the
probability of successful transmission while the channel is
in a channel state. Since the instantaneous capacity depends
on the channel state, it is itself a random variable. The rst
moment corresponds to the ergodic capacity. The cumu-
lative distribution function (cdf) is the outage probability.
The outage probability gives the probability that a given
transmission rate cannot be achieved in one fading block.
Recently, the outage probability was studied for multiple
antenna channel and space-time codes [15, 16]. The prop-
erties of the optimum transmission strategies change, if we
replace the ergodic capacity as objective function with the
outage probability. For example for no CSI at the transmit-
ter, the optimum transmission strategy is to use only a frac-
tion of the available number of transmit antennas. Telatar
has already conjectured this in Reference [1]. In Reference
[2], a part of this conjecture is veried. Furthermore, an
algorithm which nds the optimum number of active an-
tennas was proposed. In addition to this, in Reference [2],
a necessary and sufcient condition for the optimality of
single-antenna processing was derived.
The paper at hand is to be understood as an answer to the
conjecture by Telatar in Reference [1]. The contributions in
this paper are described in the following:
1. In MISO systems with uninformed transmitter, perfect
CSI at the receiver, and with an uncorrelated channel, the
optimal transmit strategy minimising the outage proba-
bility is to use a fraction of k out of all n
T
available
transmit antennas and perform equal power allocation
(Theorem 3 in Section 3.1). The SNR range in which
equal power allocation across all available antennas is
optimal is for all SNR greater than or equal to
= 2
R
1
Furthermore, the SNR range in which only one transmit
antenna should be used is
0 < =
2(2
R
1)
2L
w
(1, 1/2 exp(1/2)) 1
L
w
is the Lambert W function. The Lambert W-function,
also called the omega function, is the inverse function of
f(W) = W exp(W) [17].
2. In MISO systems with perfect CSI at the receiver, and
equal power allocation across all available transmit an-
tennas, the impact of correlation on the outage proba-
bility is characterised using majorisation theory. For all
SNR values smaller than or equal to
=
2
R
1
2
the outage probability as a function of the correlation is
Schur-concave, that is correlation decreases the outage
probability. For all SNR values greater than or equal to
= 2
R
1
the outage probability as a function of the correlation
is Schur-convex, that is correlation increases the outage
probability (Theorem 4 in Section 3.2).
3. In MISO systems with perfect CSI at the receiver, and
transmitter knowing the channel correlation, the neces-
sary optimality conditions for the optimal power alloca-
tions are characterised in Section 3.3.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 219
4. In Section 5, the results fromthe MISOcase are extended
to the MIMO case by analysing the asymptotic outage
probability for small and high SNR values.
1.1. Notation
The space of real numbers is represented by the symbol R.
L
w
is the Lambert W function [17]. Boldface uppercase
A denotes matrices. The matrix I is the identity matrix.
Boldface lowercase a corresponds to a column vector. trA
denotes the trace of the matrix A, detA denotes the de-
terminant of the matrix A. We write x y for a vector x
majorising y.
Pr[A] denotes the probability of an event A. The ex-
pectation operator is denoted by E. The matrix W denotes a
randommatrix with independent and identically distributed
(iid) zero-mean complex Gaussian entries with variance
one. The vector wwithout index has iid zero-mean complex
Gaussian distributed entries. Finally, the scalars w
1
, . . . , w
n
are iid zero-mean complex Gaussian random variables and
the randomvariables s
1
, . . . , s
n
T
are standard exponentially
distributed.
2
d
denotes a chi-square distributedrandomvari-
able with d degrees of freedom and unit variance.
2. RECENT RESULTS AND PROBLEM
STATEMENTS
2.1. Channel Model
Consider the standard MIMO block at-fading channel
model
y = Hx +n (1)
with complex n
T
1 transmit vector x, channel matrix H
with n
R
n
T
entries, circularly symmetric complex Gaus-
sian noise n with variance

2
N
2
I per dimension. We assume
that the receiver knows H perfectly. In the MISO case, the
channel is simple a vector h of dimension 1 n
T
and the
received signal as well as the noise is a scalar.
Let us rst describe the signal processing at the transmit
antenna array. In the following, we will say that a transmit
strategy is a covariance matrix is given by Q = E

xx
H

.
Using the eigenvalue decomposition of Q = U
Q

Q
U
H
Q
, it
becomes obvious how one can construct a particular trans-
mit covariance matrix. The input data stream d(k) is split
into m parallel data streams d
1
(k), . . . , d
m
(k). Each par-
allel data stream is multiplied by a factor

p
1
, . . . ,

p
m
and then weighted by a beamforming vector u
1
, . . . , u
m
,
respectively. The number of parallel data streams is less
or equal to the number of transmit antennas (m n
T
).
The beamforming vectors have size 1 n
T
with n
T
as
the number of transmit antennas. The n
T
signals of each
weighted data stream x
i
(k) = d
i
(k)

p
i
u
i
are added up
x(k) =

m
i=1
x
i
(k) and sent. By omitting the time index k
for convenience we obtain in front of the transmit antennas
x =

m
l=1
d
l

p
l
u
l
. The transmit signal in x has a co-
variance matrix Q with eigenvalues p
1
, . . . , p
m
, 0, . . . , 0
and eigenvectors u
1
, . . . , u
m
. In order to construct a trans-
mit signal with a given covariance matrix, two signal pro-
cessing steps are necessary: the power control p
1
, . . . , p
m
and the beamformers u
1
, . . . , u
m
. A Gaussian codebook
for d(k) is optimal [18]. We assume a transmit power con-
straint P and normalised transmit covariance matrices Q,
that is P trQ = P

m
k=1
p
k
P. The SNR is dened as
=
P

2
n
.
Next, we study the stochastic properties of the channel.
The correlation of the channel vectors arises in the common
downlink transmission scenario in which the base station is
un-obstructed [6]. We follow the model in Reference [19]
where the subspaces and directions of the paths between
the transmit antennas and the receive cluster change slowler
than the actual attenuation of each path.
The channel matrix H for the case in which we have cor-
related transmit and correlated receive antennas is modeled
as
H = R
1
2
R
W R
1
2
T
(2)
with transmit correlation matrix R
T
= U
T

T
U
H
T
and re-
ceive correlation matrix R
R
= U
R

R
U
H
R
. U
T
and U
R
are
the matrices with the eigenvectors of R
T
and R
R
respec-
tively, and
T
,
R
are diagonal matrices with the eigen-
values of the matrix R
T
and R
R
, respectively. The random
matrix W has zero-mean iid complex Gaussian entries, that
is W CN(0, I). In the MISO case, the transmit antennas
are correlated and the channel vector is described as
h
H
= w
H
R
1
2
T
The eigenvalues of the transmit covariance matrix and
of the channel correlation matrices play an important role
for analysing the outage probability. Therefore, we order
the eigenvalues of the transmit covariance matrix Q in
descending order, that is p
1
p
2
p
n
T
, and the
eigenvalues of the channel correlation matrices R
T
and
R
R
, in descending order, that is
T
1

T
2

T
n
T
and

R
1

R
2

R
n
R
.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
220 E. A. JORSWIECK AND H. BOCHE
2.2. Properties of the outage probability
The instantaneous mutual information of the MISO system
with transmit strategy Qis given by C(h, Q, ) = log(1 +
h
H
Qh). All logarithms in the paper are base 2 loga-
rithms. The average mutual informationof the MISOsystem
with transmit strategy is given as C(Q, ) = E
h
log(1 +
h
H
Qh). The outage probability of the MISO system is
P
out
(Q, , R) = Pr[C(h, Q, ) R]
Let us write the outage probability as a function that de-
pends on the SNR , the transmission rate R, the channel
covariance matrix R
T
, and the transmit covariance matrix
Q, that is
P
out
(, R, R
T
, Q) =
Pr

log

1 +w
H
R
1/2
T
QR
1/2
T
w

(3)
The optimum transmit strategy depends on the objective
function and the CSI at the transmitter. For ergodic capac-
ity maximisation, if we have perfect CSI at the transmitter
we perform beamforming. If we have the knowledge of the
channel covariance matrix at the transmitter, the optimum
transmit strategy is to send parallel data streams in direction
of the eigenvectors of the known covariance matrix [18].
The optimum power allocation with respect to the ergodic
capacity of this strategy is discussed in Reference [20]. For
the case in which the transmitter has no or only covariance
CSI, the outage probability can be further simplied. Us-
ing the result from Reference [18], the ergodic capacity as
well as the outage probability does not depend on the direc-
tions of R
T
and Q, that is the optimal eigenvectors of the
transmit covariance matrix correspond to the eigenvectors
of the correlation matrix and the problem is diagonalised.
Therefore, we can write the outage probability as
P
out
(, R,
T
, p) =
Pr

log

1 +
n
T

k=1

T
k
p
k
s
k

(4)
with power allocation p = [p
1
, . . . , p
n
T
], channel matrix
eigenvalues
T
= [
T
1
, . . . ,
T
n
T
] and standard exponential
idd random variables s
1
, . . . , s
n
T
, rate R and SNR and
number of transmit antennas n
T
.
The outage probability in MIMO systems depends on
the SNR , the transmission rate R, the transmit R
T
and
receive R
R
correlation, and the transmit strategy Q. The
outage probability can be written as
P
out
(, Q, R
T
, R
R
, R) =
Pr

det

I +R
1/2
R
WR
1/2
T
QR
1/2
T
W
H
R
1/2
R

< 2
R

(5)
The probability is with respect to the random matrix W.
This function is studied in Section 5. If we have no CSI
at the transmitter and want to maximise the average mutual
information, we choose Q = 1/n
T
I. Observe the symmetry
in Equation (5), if this policy is plugged in, that is
Pr

det

I +R
1/2
R
WR
1/2
T
R
1/2
T
W
H
R
1/2
R

< 2
R

=
Pr

det

I +R
1/2
T
W
H
R
1/2
R
R
1/2
R
WR
1/2
T

< 2
R

since det(I +AB) = det(I +BA). It follows that the im-

pact of transmit correlation on the outage probability with
equal power allocation behaves similar to the impact of the
receive correlation and vice versa.
2.3. Problem statements
First, we solve the following two problems: The rst han-
dles the optimum transmission strategy if the channel real-
isations are iid, that is if the channel covariance matrix is
R
T
= I. For the maximisation of the ergodic capacity, in
this case, the optimal strategy is equal power allocation [1].
2.3.1. Problem 1.
Assume there is one receive antenna, the channel vectors
are iid, the channel is spatially uncorrelated, for xed rate
R and SNR . What is the optimal transmission strategy
which minimizes the outage probability?
The problem statement was introduced in Reference [1].
For xed rate R and power allocation of the kind Q
d
=
1/dI
d
were discussed for various n. We complete the work
in Reference [2] and derive the proof of the optimal trans-
mission strategy. The second problem discusses the impact
of correlation on the outage probability if equal power is
allocated to all available transmit antennas.
2.3.2. Problem 2.
Assume that the transmitter is uninformed and applies equal
power allocation across all available transmit antennas.
There is one receive antenna. What is the impact of cor-
relation on the outage probability?
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 221
Next, we discuss briey the following problem and char-
acterise the locally optimal power allocation.
2.3.3. Problem 3.
Assume that the channel is spatially correlated, the trans-
mitter knows the transmit correlation, there is one receive
antenna. What is the optimal transmit strategy for given
SNR and transmission rate R?
Finally, the extension of the developed techniques to the
MIMO case is discussed.
2.3.4. Problem 4.
How can the results be carried over to the MIMO case?
Is there a SNR/rate range in which the outage probability
is Schur-convex or Schur-concave with respect to the fad-
ing correlation for uninformed transmitter and equal power
allocation?
2.4. Preliminaries
For two vectors x, y R
n
one says that the vector x ma-
jorises the vector y and writes x y if

m
k=1
x
k

m
k=1
y
k
for all m = 1, . . . , n 1 and

n
k=1
x
k
=

n
k=1
y
k
.
A real-valued function dened on A R
n
is said to
be Schur-convex on A if from x y on A follows (x)
(y).
Similarly, is said to be Schur-concave on A if from
x y on A follows (x) (y).
For further information about majorisation theory see
Reference [21]. We need the following result (see Reference
[21, Theorem 3.A.4]) which is sometimes called Schurs
condition. It provides an approach for testing whether some
vector valued function is Schur-convex or not.
Lemma 1. Let I R be an open interval and let f :
I
n
Rbe continuously differentiable. Necessary and suf-
cient conditions for f to be Schur-convex on I
n
are
(x
i
x
j
)

f
x
i

f
x
j

0 for all 1 i, j n (6)

Schurs condition for the Schur-convexity of a
symmetric

function f(x) is given as [21, p. 57]

(x
1
x
2
)

f
x
1

f
x
2

0 (7)

A function is called symmetric if the argument vector can be arbitrarily

permuted without changing the value of the function.
Furthermore, f(x) is a Schur-concave function on I
n
if
f(x) is symmetric and
(x
1
x
2
)

f
x
1

f
x
2

0 (8)
The following denition provides a measure for compar-
ison of two correlation matrices.
Denition 1. The transmit correlation matrix R
1
T
is more
correlated than R
2
T
if and only if
m

l=1

T,1
l

m

l=1

T,2
l
for m = 1 . . . n
T
,
and
n
T

l=1

T,1
1
=
n
T

l=1

T,2
2
. (9)
One says that the vector consisting of the ordered eigenval-
ues
T
1
majorises
T
2
, and this relationship can be written
as
T
1

T
2
.
It can be shown that vectors with more than two com-
ponents cannot be totally ordered. So there are examples
of correlation vectors that cannot be compared using our
Denition 1, for example
1
= [0.6, 0.25, 0.15] and
2
=
[0.55, 0.4, 0.05]. This is a problemof all possible orders for
comparing correlation vectors. Majorisation induces only a
partial order.
The case in which the transmit antennas are completely
correlated corresponds to
T
1
= n
T
,
T
2
= =
T
n
T
= 0.
The case in which the transmit antennas are uncorrelated
corresponds to
T
1
=
T
2
= =
T
n
T
= 1.
Note that our denition of correlation in Denition 1 dif-
fers from the usual denition in statistics. In statistics a
diagonal covariance matrix indicates that the random vari-
ables are uncorrelated. This is independent of the auto-
covariances on the diagonal. In our denition, we say that
the antennas are uncorrelated if in addition to statistical in-
dependence, the auto-covariances of all entries are equal.
This difference to statistics occurs because the direction,
that is the unitary matrices of the correlation have no im-
pact on our measure of correlation. Imagine the scenario in
which all transmit antennas are uncorrelated, but have dif-
ferent average transmit powers because of their ampliers.
In a statistical sense, one would say the antennas are uncor-
related. Our measure of correlation says that the antennas
are correlated, because they have different transmit powers.
The measure of correlation in Denition 1 is more suitable
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
222 E. A. JORSWIECK AND H. BOCHE
for the analysis of the performance of multiple antenna sys-
tems, because different transmit powers at the antennas ob-
viously have a strong impact on the performance. In this
work, these effects are considered.
2.5. Properties of Gaussian quadratic forms
In the following paper, we will use recent results from
Reference [22]. Our approach independently developed
in References [2,3] uses very similar techniques and just
like Reference [22] does not provide a general framework
but exploit essentially the properties of the exponential dis-
tribution. The derivations are very tedious and elementary.
Therefore, we present and reuse these recent results when-
ever possible. Since [22] studies quadratic forms of real
Gaussian distributed random variables and we will study
quadratic forms of complex Gaussian distributed random
variables, we have to extend and generalise the results in
Reference [22]. At some points, we will provide shortcuts
that simplify the tedious derivations in Reference [22]. At-
tempts to solve the problems for Rice or other fading dis-
tributions by the same technique shows no success up to
now. Generalised approaches to solve the problem for ar-
bitrary or certain classes of fading distributions are much
appreciated.
We present the theorems from Reference [22] for com-
pleteness. Consider the quadratic form Q
n
=

n
i=1

i
w
2
i
where w
i
are zero-mean real normal iid and
i
are eigenval-
ues of some covariance matrix R. Ris positive semidenite,
implying
i
0, 1 i n. The following constraint is ap-
plied E(Q
n
) =

n
k=1

k
= 1. Furthermore, let
2
d
a random
variable that is
2
distributed with d degrees of freedom
and unit variance. Note that [22] studies quadratic forms
of real Gaussian distributed random variables, whereas we
are interested in quadratic forms of complex Gaussian dis-
tributed randomvariables. Therefore, we need to extend the
results provided belowat certain points. The main Theorem
1 proved in Reference [22] is
Theorem 1 (Theorem 1 in Reference [22]).
inf
{Q
n
0|E(Q
n
)=1}
P(Q
n
x) =

Pr

1
d

2
d
x

, x [x(d), x(d 1)], d = 1, . . . , n 1

Pr

1
n

2
n
x

, x [0, x(n 1)],

where x(0) = by denition.
The interval boundaries x(d) are characterised by the fol-
lowing two propositions.
Proposition 1 (Proposition 1 in Reference [22]). Denote
by g
d
(x) the difference between the cdf s of (d +1)
1

2
d+1
and d
1

2
d
.
(i) For every d 1, there exists a unique point x(d) such
that g
d
(x) < 0 for 0 < x < x(d) and g
d
(x) > 0 for x >
x(d),
(ii) x(d) > 1, for all d 1
(iii) x(1) > x(2) > . . ., that is the sequence x(d) is strictly
decreasing,
(iv) d(x(d) 1)
2
3
for d .
Proposition 2 (Proposition 1 in Reference [22]). For
any integers n > m > 0, introduce g
n,m
(x) = Pr[n
1

2
n

x] Pr[m
1

2
m
].
(i) For every n > mpositive integers, there exists a unique
point x(n, m) > 0 such that g
n,m
(x) < 0 for 0 < x <
x(n, m), and g(x) > 0 for x > x(n, m),
(ii) 2 > x(m) x(n, m) x(n 1) > 1,
(iii) x(m) = x(m+1, m) > x(m+2, m) > . . .,
(iv) x(n, 1) > x(n, 2) > > x(n, n 1) = x(n 1).
We will need the following corollary that describes the in-
terval boundaries if the quadratic form is in complex Gaus-
sian random variables.
Corollary 1. Using the notation in Proposition 2 it holds
x(2d +2, 2d) > x(2d +4, 2d +2)
Proof. Starting with x(2d +4, 2d +2) it holds
x(2d +4, 2d +2) <
a
x(2d +3, 2d +2)
<
b
x(2d +2, 2d +1) <
c
x(2d +2, 2d)
where step a follows from (iii) in Proposition 2, step b
from (iii) in Proposition 1 and inequality c follows from
(iv) in Proposition 2.
Using the same steps as in the proof of Corollary 1, the
monotony of x(2d +2, 2d) can be extended to x(2d +
2n, 2d) > x(2d +4n, 2d +2n).
In addition to Theorem 1, the two propositions, and the
corollary, the following corollary is interesting.
Corollary 2 (Corollary 3 in Reference [22]). If x 2, and

1
majorises
2
, then
Pr

i=1

i,1
w
2
i
x

Pr

i=1

i,2
w
2
i
x

Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233

OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 223
and conversely, if this inequality holds for all positive inte-
gers n and for any
1
that majorises
2
, then x 2.
A pdf p(x) is called unimodal if there exists one number
x = a such that p(x) is nondecreasing for x < a and p(x) is
nonincreasing for x > a. The point a is called the mode of
p(x).
Theorem 2 (Theorem 4 in [22]). The pdf of Q
n
=

n
k=1

i
w
2
i
is unimodal for arbitrary
i
, i 1.
2.6. Alternative representation of outage probability
The following representation of the outage probability by
its Fourier transformshows to be very convenient for further
analysis.
Lemma 2. The outage probability as a function of the
power allocation p, rate R, and SNR can be written as
P
out
(p, z) =
1
2

1
j
n
T

k=1
1
1 +jp
k

exp(jz)d
+
1
2
(10)
where z = 2
R
1/.
Proof. Note, that the outage probability can be written as
P
out
(, R, 1, p) = Pr

n
T

k=1
p
k
s
k

2
R
1

. .. .
z

= P
out
(p, z) (11)
The outage probability in Equation (11) depends only on the
power allocation p and the parameter z which contains the
SNR and the rate R. Denote the pdf of the randomvariable

n
T
k=1
p
k
s
k
as (x) and its Fourier transform as (), that
is
(p, ) =
n
T

k=1
1
1 +jp
k

(12)
Then, the outage probability can be rewritten as
P
out
(p, z) =

z
0
(x)dx (13)
=
1
2

n
T

k=1
1
1 +jp
k

z
0
exp(jt)dtd
=
1
2

n
T

k=1
1
1 +jp
k

exp(jz) 1
j
d
The RHS in Equation (13) is further simplied by the fol-
lowing identity
1 = lim
z
P
out
(p, z) = lim
z

z
0
(x)dx (14)
= lim
z
1
2

n
T

k=1
1
1 +jp
k

exp(jz) 1
j
d
Choose a constant A > 0 and q() =
n
T

k=1
1
1+jp
k

. The rst
summand in Equation (14) is
1
2

n
T

k=1
1
1 +jp
k

exp(jz)
j
d
=
1
2

0
1
j
(q() exp(jz) +q() exp(jz)) d
=
1
2
A

0
1
j
q() exp(jz) +q() exp(jz)d
+
1
2

A
1
j
q() exp(jz) +q() exp(jz)d.
(15)
The second integral on the RHS in (15) is zero for z .
The rst integral is transformed by Taylors Theoremto split
the function q() into two parts q(0) +R(). Note that
q(0) = 1. Hence, the rst integral on the RHS in Equation
(15) can be written as
1

A
0
exp(jz) exp(jz)
2j
d
+
1
2j

A
0

R() exp(jz) +R() exp(jz)

d.
(16)
Ris bounded and continous on [0, A]. Therefore, the second
term in Equation (16) fanishes for z . Finally, the rst
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
224 E. A. JORSWIECK AND H. BOCHE
term reads
lim
z
1

A
0
sin(z)

d = lim
z
1

Az
0
sin( )

d =
1
2
and combining this with Equations (14) and (16) shows
1
2

n
T

k=1
1
1 +jp
k

1
j
d =
1
2
.
This completes the proof.
3. OUTAGE PROBABILITY ANALYSIS
In this section, we derive the main results regarding the
minimisation of the outage probability and the impact of
correlation and solve the two problem statements for the
MISO case using in part the results from the Section 2.5.
3.1. Optimal power allocation for iid fading
The optimisation problem which corresponds with the rst
problem statement is given by
p

= arg min
p
k
0, 1kn
T
n
T
k=1
p
k
1
Pr

log

1 +
n
T

k=1
p
k
s
k

Remark. In contrast to ergodic capacity maximisation, the

optimisation problem considered here is non-convex with
respect to p. As a result, we have local minima and max-
ima. Furthermore, there are in general more than one global
minimum and we have to decide what is the best power al-
location. Fortunately, it will be shown that the two global
minima have the same power allocation structure. The op-
timal power allocation depends on the rate R and the SNR
. We have the following theorem.
Theorem 3. The transmitter has n
T
transmit antennas,
the transmission rate is R.
(i) Then there are n
T
1 SNR values
1
<
2
< <

n
T
1
, such that for all (
l
,
l+1
) only one optimal
power allocation exists. The optimal power allocation
is then given by
Q
l
=
1
l +1
I
l+1
, (17)
with I
l+1
is a n
T
n
T
diagonal matrix with l +1 ones
and n
T
l 1 zeros on the diagonal, that is l +1 an-
tennas out of n
T
are used with equal power allocation.
For =
l
exist two optimal power allocation. These
are Q
l
and Q
l+1
.
(ii) For all SNR values greater than given by
= 2
R
1
equal power allocation across all available antennas
is optimal.
(iii) The single antenna range is given by
=
2(2
R
1)
2L
w
(1, 1/2 exp(1/2)) 1
(18)
Remark. L
w
is the Lambert W function. The Lambert
W-function, also called the omega function, is the inverse
functionof f(W) = W exp(W) [17]. Its value for the param-
eters 1 and 1/2 exp(1/2) approximately is 1.756.
As a result, the single-antenna region can be written as
=
2
R
1
1.258
.
Proof. Let us split the proof in three parts according to the
three statements.
The rst statement is proved by Theorem 1 for real val-
ued Gaussian random variables. There, it is shown that the
minimum of the quadratic form is achieved for all regions
[x(d), x(d 1)] by a chi-square distribution with d degrees
of freedom. In our case, the range x(d) is parameterised
by the SNR and we have to deal with complex Gaussian
distributed random variables. Therefore, we have to review
Theorem 1 and extend the steps of its proof.
We start with Lemma 2 and write the outage probability
as a function of the power allocation and z containing the
rate R and SNR as
P
out
(p, z) =
1
2

1
j
n
T

k=1
1
1 +jp
k

e
jz
d +
1
2
(19)
Fix the power allocation p
3
, p
4
, . . . , p
n
and take the deriva-
tive of P
out
in Equation (19) with respect to p
1
keeping the
sum p
1
+p
2
= c constant, that is p
2
= c p
1
,
P
out
(p, z)
p
1
= (p
1
p
2
)
1
2

n
T

k=1
1
1 +jp
k

1
1 +jp
1

1
1 +jp
2

exp(jz)d
(20)
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 225
Invert the Fourier transform to get
P
out
(p, z)
p
1
= (p
1
p
2
)

2
z
2
Pr

n
T

k=1
p
k
s
k
+p
1
s
n+1
+p
2
s
n+2
z

(21)
Therefore, possible minima of P
out
are at p
1
= 0, p
2
= 0,
p
1
= p
2
or if z = z is the mode of the pdf of

n
T
k=1
p
k
s
k
+
p
1
s
n+1
+p
2
s
n+2
. By the unimodality of the pdf from
Theorem 2 follows that the non-zero p
k
can take at most
two different values. Otherwise the expression in Equation
(21) cannot be zero. Therefore, we have shown that
inf
|p|1
P
out
(p, z) =
inf
0p1,K+Mn
T
Pr

p
K
K

k=1
s
k
+
1 p
M
M

m=1
s
K+m
z

(22)
and it remains to show that for k mthe inmum in Equa-
tion (22) is achieved for p = 0, p = 1 or p = K/(K +M).
In addition to these three points, another extremum is at the
mode z of the pdf of
p
K
K

k=1
s
k
+
1 p
M
M

m=1
s
K+m
+
p
K
s
K+M+1
+
1 p
M
s
K+M+2
In order to show that at the mode z can only be a local
maximum we perform two steps. First we prove that the
extreme point at p = K/(K +M) is a minimum for z < 1
and a maximum for z > 3/2. Second, we show that for all
z > 1 the rst derivative of the outage probability at the
point p = 0 is greater than zero and at the point p = 1 is
smaller than zero. From this follows that the extremum at
the mode z can only be a local maximum. It holds

2
P
out
(p)
p
2

p=
K
K+M
=
K +M
2MK

1
1 +j

K+M

K+M+2
e
jz
d
=
K +M
MK

2
z
2
Pr

K+M+2

k=1
s
k
z(K +M)

=
K +M
MK

2
z
2

1
(K +M +2, z(K +M))
(K +M +2)

=
(K +M)
K+M+1
Z
K+M
exp((K +M)z)
MK(K +M +2)
(1 +K +M z(K +M)) (23)
The sign of Equation (23) is determined by 1 +K +M
z(K +M). The sign is nonnegative if z 1 1/K +M +
1 and nonpositive for z 3/2 > 1 +1/(K +M). This
shows that at p = K/(K +M) is a local minimum for
z 1. Further on, we have
P
out
(p)
p

p=0
=
1
2M

1
1 +j

M

M+1
exp(jz)d
=
1
M

2
z
2
Pr

M+1

k=1
s
k
zM

=
1
M

2
z
2

1
(M +1, zM)
(M +1)

=
M
M
z
M1
exp(zM)
(M)
(z 1) 0 for all z 1
and it holds
P
out
(p)
p

p=1
=
1
2K

1
1 +j

K+1
exp(jz)d
=
1
K

2
z
2
Pr

K+1

k=1
s
k
zK

=
1
K

2
z
2

1
(K +1, zK)
(K +1)

=
K
K
z
K1
exp(zK)
(K)
(z 1) 0 for all z 1
The ordering of the SNR values
1
<
2
< <
n
T
1
follows from Corollary 1. This completes the rst part of
the proof.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
226 E. A. JORSWIECK AND H. BOCHE
In order to prove the optimality of the equal power allo-
cation for high SNR, we show that the objective function
is Schur-convex with respect to the power allocation for
all SNR values > = 2
R
1. We prove this by directly
verifying Schurs condition in Equation (7).
We concentrate in the following on the rst termin Equa-
tion (10). The rst derivative of Equation (10) with respect
to p
1
is given by
P
out
(p, z)
p
1
=
1
2

n
T

l=1
1
1 +p
l
j
1
1 +jp
1
. .. .
G
p
1
()
e
jz
d
=

z
0
()g
p
1
(z )d (24)
with g
p
1
() = (1/p
1
) e

p
1
and its Fourier transform
G
p
1
(). The last step follows by translating the product
of Fourier transforms into a convolution of corresponding
pdfs. Note that the partial derivative depends on the choice
of the parameter p
1
, . . . , p
n
T
only by the function g
p
1
. Let
us extend the parameter of the function g to an arbitrary
number , that is g

and dene the function

G(p, z, ) =

z
0
()g

(z )d
=
1
2

1
1 +j
n
T

l=1
1
1 +p
l
j
e
jz
d
which has the property that for = p
1
and = p
2
it holds
G(p, z, p
1
) =
(p, z)
p
1
and G(p, z, p
2
) =
(p, z)
p
2
Since p
1
p
2
we have the following impli-
cations: If G(p, z, ) is monotonic increasing
with , then (p, z)/p
1
(p, z)/p
2
, and if
G(p, z, ) is monotonic decreasing with , then
(p, z)/p
1
(p, z)/p
2
. In this way, Schurs
condition is veried for both cases. Since the low SNR part
is already proved, we consider the high SNR case. The
function G(p, z, ) can be written as
G(p, z, ) =
1

exp

z
0
exp

()d (25)
By Lemma 3 in Appendix A, for z (0, 1), the
function G in Equation (25) is monotonic increas-
ing with . As a result, Schurs condition is veri-
ed and the function is Schur-concae with respect
to p. Therefore, the minimal outage probability is
achieved with equal power allocation across all available
antennas.
Finally, we prove the last part of the theorem, namely that
for all (2 2
R+1
)/2L
w
(1, 1/2 exp(1/2)) +1,
the outage probability is minimised by one active antenna,
that is p
1
= 1 and p
2
= p
3
= = p
n
T
= 0. This follows
from the zero of the difference between the single-antenna
and two-antenna power allocation. We evaluate the outage
probability expression for one and two transmit antennas to
obtain
g
1
(x) = Pr

1
2
(s
1
+s
2
) x

Pr

s
1
x

= e
x
(1 +2x) e
2x
The zeros of the function g
1
(x
0
) = 0 are (0,
1
2

L
w
(1, 1/2 exp(1/2))).
Remark. In contrast to the ergodic capacity, the outage
probability does not have a xed transmit strategy which is
optimal for all SNR values. The ergodic capacity is max-
imised by equal power allocation [8]; the optimal transmit
strategy for outage probability minimization is to select a
number of d out of n
T
arbitrary antennas as a function of
the SNR and perform equal power allocation across them.
For small SNR values d = 1 and one antenna is optimal.
The higher the SNR values, the more antennas are selected.
Note further, that the single-antenna region does not di-
rectly followfromCorollary 1. Indeed, there is a SNRrange
in which the outage probability is not Schur-concave, but
for which single-antenna transmission is optimum.
The outage probability in Equation (4) can be rewritten
with the additional parameter 2d (d is the number of ac-
tive antennas times two for complex random variables per
antenna) and with equal power allocation as
P
out
(, R, d) = Pr

k=1
s
k
< d
(2
R
1)

=
d
(2
R
1)

2
2d
(x)dx (26)
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 227
The pdf of the sum of independent identically dis-
tributed standard exponential random variables s
k
is a
2
-
distribution with 2d degrees of freedom, that is
2
2d
(x) =
x
d1
exp(x)/(d). Hence, we obtain for the integral in
Equation (26)
P
out
(, R, d) =
d
(2
R
1)

0
x
d1
exp(x)
(d)
dx
= P

d
2
R
1

, d

(27)
with the incomplete Gamma function P(a, x) dened in
Reference [23, 6.5.1]. Either, the rate R and SNR full
R log(1 + ) or R log(1 +), then we immediately
knowhowto allocate power p, or the function P
out
(, R, d)
in Equation (27) has to be evaluated for all possible
1 d n
T
.
3.2. Impact of correlation on the outage probability
with uninformed transmitter
In this section, we assume that the transmitter does neither
know the instantaneous channel realisation nor the channel
correlation. Therefore, it performs equal power allocation
across all available antennas. We are going to characterise
the impact of the channel correlation on the outage proba-
bility.
In order to verify Schurs condition in Equations (7) and
(8), respectively, we compute the rst derivative of the out-
age probability with respect to
1
and
2
for xed p
1
=
p
2
= = p
n
T
=
1
n
T
. But this directly corresponds to the
proof of Theorem 3 in which only p is swapped for . As a
result, we have that the outage probability is Schur-convex
for C(, R) = x < 1 and Schur-concave for C(, R) = x >
2. This is formulated in the following theorem.
Theorem 4. For a MISO system which applies equal
power allocation and for xed transmission rate R, the out-
age probability as a function of the correlation properties
of the transmit antennas is characterised by the following
statements:

for SNR < =

2
R
1
2
, the outage probability is a
Schur-concave function of the channel covariance ma-
trix eigenvalues
1
, . . . ,
n
T
, that is correlation de-
creases the outage probability and

1

2
=
P
out
( < , R,
1
, 1) P
out
( < , R,
2
, 1)

for SNR > = 2

R
1, the outage probability is a
Schur-convex function of the channel covariance matrix
eigenvalues
1
, . . . ,
n
T
, that is correlationincreases the
outage probability and

1

2
=
P
out
( < , R,
1
, 1) P
out
( < , R,
2
, 1)
Remark.
1. For SNRvalues between and the outage probability is
neither Schur-convex nor Schur-concave. The behaviour
of the ergodic capacity in MISO systems differs from
the behaviour of the outage probability since the ergodic
capacity is for no CSI at the transmitter Schur-concave
for all SNR values [14] and the outage probability is
either Schur-convex or Schur-concave for high and small
SNR values.
2. Theorem 3 could lead to the conjecture that for all in-
tervals (
l
,
l+1
) the picture of the impact of correlation
is clear, that is that in the interval l, the outage proba-
bility is Schur-convex with respect to power allocation
vectors p which lie in R
l
+
. This conjecture is mislead-
ing, because the outage probability has its minima at the
edge of the interval but the maximum in between, that is
there is no monotony with respect to the partial order of
majorisation.
3. Another difference between the results fromTheorems 3
and4is that the single-antenna regioninTheorem3given
by lies above the Schur-concave region in Theorem 4
given by . This is due to the fact that Schur-convexity
of a function f(x) implies that the maximum is attained
for x = [1, 0, . . . , 0], but the converse is not true.
3.3. Power allocation with covariance knowledge
For the case, in which the channel covariance matrix is not
the identity matrix, and the transmitter knows the channel
covariance matrix, the power control strategy is an open
research problem. The results from Theorem do not apply
because the transmitter knows the channel covariance
matrix and can adapt its transmit strategy to the channel
statistics. This scenario is difcult, because the objective
function is not convex with respect to the power allocation.
As a result, the KarushKuhnTucker (KKT) optimality
conditions are only necessary and not sufcient, that is one
power allocation which fulls the KKT optimality condi-
tions is local optimum but not global. However, an efcient
algorithm which nds a local optimum can be developed.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
228 E. A. JORSWIECK AND H. BOCHE
We consider the following programming problem
p

= arg min
p
k
0, 1kn
T
n
T
k=1
p
k
=1
P
out
(, R,
T
, p) (28)
The Lagrangian for optimisation problem Equation (28)
is given with the representation in Equation (10) by
L(p, , ) =
1
2

1
j
n
T

k=1
1
1 +j
T
k
p
k

exp(jz)
+
1
2
+

1
n
T

k=1
p
k

+
n
T

k=1

k
p
k
(29)
The rst derivative of Equation (29) with respect to p
l
is
given by
L(p, , )
p
k
=

T
k
2

n
T

l=1
1
1 +
T
l
p
l
j
e
jz
1 +
T
k
p
k
j
d
+
k
(30)
The necessary KKT optimality conditions are given by
L(p, , )/p
k
= 0, p
k
0,
k
0 for all 1 k n
T
and 0, 1

n
T
k=1
p
k
0. The Lagrangian multiplier

k
for all active k with p
k
> 0 is zero. Therefore, we have
from Equation (30) with
k
(see below) for all active k, l

k
= =
l
and for all p
m
= 0,
m
=
m
< =
k
.
The (locally) optimal power allocation p

for all ac-

tive antennas with p

k
> 0 and p

l
> 0, full the following
equality
p

k
> 0 and p

l
> 0 =
k
=
l
(31)
with

k
=
1
2

n
T

j=1
j=k

T
k
p

T
k
p

k

T
j
p

T
k
p

k
z

T
k
p
2
k
+
1
2

T
k

n
T

i=1
i=k

n
T

j=1
j=k

T
i
p

T
i
p

i

T
j
p

T
k
p

k
e

T
i
p

T
k
p

k

T
i
p

i
Furthermore, all inactive antennas p

r
= 0 have smaller
r
,
that is
p

k
> 0 and p

l
= 0 =
k
>
l
(32)
This characterisation can be used to derive an efcient
algorithm which computes the locally optimum power al-
location. In n
T
steps, the algorithms starts with beam-
forming, that is all power is allocated to the strongest
l = arg max
k=1,...,n
T

k
and p
l
= 1, p
k
= 0 for all k = l.
Then the KKT conditions are veried. If they are satised
by the power allocation, a locally optimum power alloca-
tion has been found. If not, the second (or next) direction
is supported and the power allocation that fulls the con-
dition in Equation (31) is found (by a zero search). This is
repeated until the KKT conditions are jointly satised. This
algorithm is similar to the Algorithm 1 proposed in Refer-
ence [8] for ergodic capacity maximization. Unfortunately,
this gives only the local optimum and nothing can be said
about the globally optimum yet.
4. NUMERICAL SIMULATIONS
4.1. Outage probability over rate R
In Figure (1), we show the outage probability over
transmission rate R for different number of transmit
antennas n
T
and correlation at SNR of 10 dB. Also
shown are the bounds for which the outage probability is
0 1 2 3 4 5 6
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
MISO n 1 @ 10 dB
Rate R [bit/s]
O
u
t
a
g
e

P
r
o
b
a
b
i
l
i
t
y

n=2,
T
=[0.6, 0.4]
n=2,
T
=[0.9, 0.1]
n=3,
T
=[0.4, 0.35, 0.25]
n=3,
T
=[0.7, 0.2, 0.1]
R = log(1 + )
R = log(1 + 2 )
Figure 1. Outage probabilityover transmissionrate Rfor different
number of transmit antennas n and correlation
T
at SNRof 10 dB.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 229
Schur-convex and Schur-concave, respectively. The inter-
section point between the different outage probabilities lies
always between these two bounds, that is in this example
between
R = log(1 +) 3.4594 [bit/s]
and
R = log(1 +2 ) 4.3923 [bit/s]
The outage probability in Figure (2) was computed
using the alternative representation that is derived by
a decomposition of product into partial fractions given
0.6 0.65 0.7 0.75 0.8 0.85 0.9 0.95 1
10
0
10
1
10
2
Rate R=1 [bit/s]
SNR
N
u
m
b
e
r

o
f

a
c
t
i
v
e

a
n
t
e
n
n
a
s

d
2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3
10
0
10
1
10
2
Rate R=2 [bit/s]
SNR
N
u
m
b
e
r

o
f

a
c
t
i
v
e

a
n
t
e
n
n
a
s

d
Figure 2. Number of active antennas over linear SNR for
transmission rate R = {1, 2} [bit/s].
as
P
out
(, R,
T
, p) =
1
2

1
j
n
T

l=1
1
1 +p
l

T
l
j
e
jz
d +
1
2
=
n
T

l=1

n
T

j=1
j=l
p
l

T
l
p
l

T
l
p
j

T
j

1 e

2
R
1
p
l

T
l

(33)
4.2. Optimal number of active antennas over SNR
In Figure (2), the question about the SNR range between
and is answered. The points at which the number of active
antennas

is increased accumulate on the right border . The

closer you get to the right border the more active antennas
you have. The upper SNR bounds in Figure (2) are

R=1
= 1
R=2
= 3.
This ts the results in Figure (2) well. The lower SNRrange
in which single-antenna processing is optimal is given by

R=1
= 0.7957
R=2
= 2.3874.
5. OUTAGE PROBABILITY IN MIMO SYSTEMS
Let us consider the case in which the transmitter is unin-
formed and the channel is spatially correlated. Then the
outage probability in MIMO systems depends on the SNR
, the transmission rate R, the transmit R
T
and receive R
R
correlation, and the transmit strategy Qis given in Equation
(5). Since the transmitter is uninformed about the instanta-
neous channel realisations as well as the channel statistics,
it performs equal power allocation.
In order to analyse the function f it is necessary to know
the probability density function of the determinant in the
RHS of Equation (5). Unfortunately, even for the simplest
case in which R
T
= I and R
R
= I, there is no closed form
expression for this pdf which can be used for further an-
alytical optimisation. The matrix WW
H
is called Wishart
matrix [24, 25]. If the dimension of the Wishart grows with-
out bound, but the ratio of rows and columns stays xed, the

The number of active antennas is only of theoretical interest in this gure,

because 100 transmit antennas are seldom to nd in reality.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
230 E. A. JORSWIECK AND H. BOCHE
empirical distribution of the eigenvalues of the Wishart ma-
trix converges to a deterministic distribution [26, 27]. This
important result has been used frequently in the literature,
for example in the context of CDMA systems [28, 29] and
in the context of MIMO systems [3033]. In Reference [7],
the asymptotic eigenvalue distribution for correlated MIMO
channels was analysed using the Stieltjes transform.
There are approaches in which the pdf of the determinant
in Equation (5) is bounded, for example [34] for n
T
> n
R
n
T

k=n
T
n
R
+1
log(1 +
2
2k
) < log det

I +WW
H

<
n
T

k=1
log(1 +
2
2n
R
,k
) (34)
with
2
2k
are independent chi-square distributed random
variables with 2k degrees of freedom and
2n
R
,k
are inde-
pendent chi-square variates each with 2n
R
degrees of free-
dom. The inequality in Equation (34) is in probability.

In Reference [35], asymptotic results were derived for

convergence in distribution of the instantaneous mutual in-
formation in uncorrelated MIMO channels for four cases:
large n
T
and xed n
R
, xed n
T
and large n
R
, large n
T
and
large n
R
with low or high SNR. Always the mutual in-
formation converges in distribution to a Gaussian distribu-
tion. This convergence is shown to be very fast. Even with
two transmit and receive antennas, the Gaussian approxi-
mation with the same mean and variance as the mutual in-
formation ts the real outage probability well. The Gaussian
approximation of the mutual information is also studied in
Reference [36] where it is shown that the pdf of the mu-
tual information can be well approximated by a Gaussian
distribution. The mean and variance of the Gaussian ap-
proximation are computed in Reference [36].
The results fromthe outage probabilityanalysis for MISO
systems from the last section carry over to the high and low
SNRMIMOanalysis. Assume the transmitter is uninformed
and performs equal power allocation. Fix the transmission
rate R.
1. For small SNR values, the outage probability is Schur-
concave with respect to transmit correlation.
2. For high SNR values, the outage probability is Schur-
convex with respect to transmit correlation.
Remark. By symmetry, these statements hold with respect
to receive correlation, too.

One says that x < y in probability if Pr(x < t) < Pr(y < t).
To argue plastic, consider the instantaneous mutual in-
formation as a function of transmit correlation with uncor-
related receive antennas.
P
out
(
T
) = log det

I +
T
W
H
W

(35)
Now, for SNR approaching zero, we can approximate (35)
by
f
0
(
T
) log

1 +tr

T
W
H
W

log

1 +
n
T

k=1

T
k

2n
R
,k

(36)
The expression in Equation (36) can be written as the sum
of weighted standard exponential random variables by
log

1 +
n
T

k=1

T
k

2n
R
,k

= log

1 +
n
T

k=1
n
R

l=1

T
k
s
k,l

with iid standard exponentially distributed s

k,l
for 1 k
n
T
and 1 l n
R
. This expression corresponds to the out-
age probability of a MISOsystemand the analysis in the last
section has proved that the outage probability of a MISO
system is Schur-concave at low SNR values.
For high SNR values, assume that
T
has full
rank. Then we can approximate f(
T
) = log

n
T
k=1
(1 +
eig
k
(
T
W
H
W)) with eig
k
(A) denoting the k-th eigen-
value of A by
f

(
T
) log
n
T

k=1

eig
k

T
W
H
W

= log det

T
W
H
W

= log det (
T
) +log det

W
H
W

The summand log det (

T
) depends on the transmit corre-
lation. The function

n
T
k=1

T
k
is Schur-concave. Hence, the
outage capacity is Schur-concave, too, and the outage prob-
ability is Schur-convex for high SNR values.
We conclude this section by some numerical illustrations.
In Figure (3), the outage probability over transmission
rate R of a two times two MIMO system at 10 dB and
10 dB SNR is shown for different transmit correlations.
In Figure (3), the predicted behaviour of the outage
probability as a function of transmit and receive correlation
for high SNR values can be observed. For high SNR
values, transmit or receive correlation increases the outage
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
OUTAGE PROBABILITY IN MULTIPLE ANTENNA SYSTEMS 231
1 2 3 4 5 6 7 8 9 10
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
MIMO 2x2, SNR = 10 dB
R
0
P
r
o
b
[
f
(

,
I
,
R
T
,
R
T
)
<
R
0
]
R
T
= R
R
= I
R
T
= [1.9 0.1], R
R
= I
R
T
= R
R
= [1.9 0.1]
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
MIMO 2x2, SNR = 10 dB
P
r
o
b
[
f
(

,
I
,
R
T
,
R
T
)
<
R
0
]
R
T
= R
R
= I
R
T
= [1.9 0.1], R
R
= I
R
T
= R
R
= [1.9 0.1]
R
0
Figure 3. Outage probability over transmission rate R for two
times two MIMO system at 10 and 10 dB SNR for different
transmit correlations and equal power allocation.
probability for all transmission rates. In Figure (3), the
behaviour of the outage probability in dependence of trans-
mit and receive correlation is shown at 10 dB. For lower
rates, correlation increase the outage probability, while
for higher rates, transmit as well as receive correlation
decrease the outage probability and are therefore helpful.
This corresponds to the result from the MISO analysis. In
Figure (3), the upper and lower MISO bounds and are
shown for comparison. In Figure (3) they are equal to
= 0.4854 and = 0.2630
Froma practical point of view, the outage probability be-
haves like the average mutual information, that is correlation
harms with uninformed transmitter. However, the complete
characterisation of the outage probability with transmit and
receive correlation for nite number of transmit and receive
antennas and for nite SNR larger than zero is still an open
research problem.
6. CONCLUSION
We have studied the outage probability of MISO systems.
In the rst scenario, the channel is iid Rayleigh fading and
we ask about the optimal transmission strategy without CSI
at the transmitter. In contrast to the equal power allocation
which is optimal for the ergodic capacity, the optimal
power allocation turns out to use only a fraction of all
available transmit antennas with equal power. The number
of active antennas increases with the SNR beginning from
one active antenna up to equal power allocation over all
antennas. The SNR range in which one antenna is optimal
is given by < (2
R
1)/2. The SNR range in which all
antennas are active is > 2
R
1.
In the second scenario, we choose the equal power
allocation transmit strategy and study the impact of
spatial correlation on the outage probability. We show
that the outage probability for all SNR values smaller
than or equal to is Schur-concave, that is correla-
tion reduces the outage probability. Furthermore, for all
SNR values greater or equal to the outage probabil-
ity is Schur-convex, that is correlation raises the outage
probability.
The results that were presented in Theorem 1 and The-
orem 2 are only valid for the weighted sum of chi-
square distributed random variables. It is not possible to
carry the results over to other positive distributed random
variables.
The outage probability occurs also in the good-put or
maximum throughput expression [37]
max
R0
R(1 P
out
(, R, , p)) (37)
The maximum throughput in Equation (37) is dened as
the maximum of the transmission rate R times the proba-
bility of successful transmission. The results for the out-
age probability derived in the paper at hand cannot be di-
rectly applied to the expression in Equation (37) due to the
maximisation.
Finally, the covariance feedback case and the MIMOsce-
nario are shortly discussed.
Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233
232 E. A. JORSWIECK AND H. BOCHE
APPENDIX A: A LEMMA AND ITS PROOF
Lemma 3. Let g a function with g() 0 and

0
g()d = 1. Then the function
G(, z) =
1

exp

0
exp

g()d (A.1)
for all z [0, 1] strict monotonic decreasing with respect
to .
Proof.
G(, z)

=
1

2
exp

0
exp

g()d
+
z

2
exp

0
exp

g()d

2
exp

0
exp

g()d
(A.2)
Study the sign of

0
exp

g()d +z
z

0
exp

g()d

0
exp

g()d
= (z 1)

0
exp

g()d

0
exp

g()d
and note that it is negative for all z [0, 1]. This completes
the proof.
ACKNOWLEDGEMENT
The authors thank the reviewers for their detailed and insightful
comments, which signicantly enhanced the quality and readabil-
ity of the paper. The second author presented the results in part
at University of California at Berkeley and wishes to thank Prof.
David Tse for stimulating discussions. The Work of H. Boche is
supported by the Deutsche Forschungsgemeinschaft (DFG).
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AUTHORS BIOGRAPHIES
Eduard A. Jorswieck did his Diplom-Ingenieur (MS) degree and received Doktor-Ingenieur (PhD), both in Electrical Engineering
and Computer Science from the Technische Universitt Berlin, Germany, in 2000 and 2004, respectively. He has been with the
Fraunhofer Institute for Telecommunications, Heinrich-Hertz-Institut (HHI) Berlin, in the Broadband Mobile Communication Networks
Department since 2001. He joined the Department of Signals, Sensors and Systems at the Royal Institute of Technology (KTH) in 2006
as post-doc. His research activities comprise performance and capacity analysis of wireless systems, optimal transmission strategies
for single- and multi-user multiple antenna systems, and cross-layer optimization.
Holger Boche did his MSc and received his PhD in Electrical Engineering from the Technische Universitt Dresden, Germany, in
1990 and 1994, respectively. In 1992 he graduated in Mathematics from the Technische Universitt Dresden. From 1994 to 1997 he did
postgraduate studies in mathematics at the Friedrich-Schiller Universitt Jena, Germany. In 1997 Dr. Boche joined the Heinrich-Hertz-
Institut (HHI) fr Nachrichtentechnik Berlin. In 1998 he received his PhD in pure mathematics from the Technische Universitt Berlin.
He is the head of the Broadband Mobile Communication Networks Department at HHI. Since 2002 he is a full professor for Mobile
Communication Networks at the Technische Universitt Berlin at the Institute for Communications Systems. Since 2003 Dr. Boche is
director of the Fraunhofer German-Sino Lab for Mobile Communications, Berlin, Germany. In October 2003 he received the Research
Award Technische Kommunikation from the Alcatel SEL Foundation. Dr. Boche was visiting professor at the ETH Zurich during
winter term 2003/2004 and at KTH Stockholm during summer term 2005.
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Copyright 2006 AEIT Eur. Trans. Telecomms. 2007; 18:217233