IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO.
11, NOVEMBER 2008
Outage Capacity of MIMO Poisson Fading Channels
Kaushik Chakraborty, Member, IEEE, Subhrakanti Dey, Senior Member, IEEE, and
Massimo Franceschetti, Member, IEEE
Abstract—The information outage probability of a shot-noise
limited direct detection multiple-input–multiple-output (MIMO)
optical channel subject to block fading is considered. Information
is transmitted over this channel by modulating the intensity of
a number of optical signals, one corresponding to each transmit
aperture, and individual photon arrivals are observed at multiple
receive photodetector apertures. The transmitted signals undergo
multiplicative fading. The fading occurs in coherence intervals of
fixed duration in each of which the channel fade matrix remains
constant, and changes across successive such intervals in an inde-
pendent and identically distributed fashion. The transmitter and
the receiver are assumed to be provided with perfect channel state
information (CSI). An optimization formulation for the outage
probability problem is outlined and an exact characterization of
the optimal average conditional duty cycles is provided.
Index Terms—Channel state information, free space op-
tical communication, information outage probability, mul-
tiple-input–multiple-output (MIMO), Poisson fading channel.
I. INTRODUCTION
F REE-SPACE optics has emerged as an attractive tech-
nology for several applications, e.g., metropolitan
network extensions, last mile connectivity, fiber backup, radio
frequency (RF)-wireless backhaul, and enterprise connec-
tivity [41]. The following are amongst the many benefits of
wireless optical systems: rapid deployment time, inexpensive
components, seamless wireless extension of the optical fiber
backbone, immunity from RF interference, high security, and
lack of licensing regulations. Consequently, several researchers
have focussed on reliable communication over the free space
optical channel in recent years (cf., e.g., [3], [4], [13]–[15],
[17], [27], [28], [42], [44], and the references therein).
Atmospheric turbulence causes random fluctuations in the re-
fractive index of air at optical wavelengths in free-space optical
Manuscript received March 28, 2007; revised June 17, 2008. Current version
published October 22, 2008. This work was partially supported by the California
Institute of Telecommunication and Information Technology and by NSF grants
CCF-0635048 and CAREER CNS-0546235. The material in this paper was pre-
sented in part at the IEEE International Symposium on Information Theory,
Nice, France, June 2007.
K. Chakraborty is with Qualcomm Inc., San Diego, CA 92121 USA (e-mail:
kauchaks@qualcomm.com).
S. Dey is with the ARC Special Research Centre for Ultra-Broadband
Information Networks (CUBIN), Department of Electrical and Electronic
Engineering, University of Melbourne, Victoria 3010, Australia (e-mail:
sdey@unimelb.edu.au).
M. Franceschetti is with the Department of Electrical and Computer Engi-
neering, University of California, San Diego, La Jolla, CA 92093 USA (e-mail:
massimo@ece.ucsd.edu).
Communicated by A. J. Goldsmith, Associate Editor for Communications.
Color versions of Figures 3–13 in this paper are available online at http://
ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TIT.2008.929915
0018-9448/$25.00 © 2008 IEEE
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4887
communication links. These fluctuations in the refractive index
in turn cause random fluctuations in the intensity (fading) of a
propagating optical signal [18]. The fading can be modeled in
terms of an ergodic lognormal process with a correlation time
or “coherence time” interval of the order of 1–10 ms [39]. Typ-
ically, data rates in optical wireless systems are of the order of
gigabits per second. Therefore, the free space optical channel is
a slowly varying fading channel with occasional deep fades that
can affect millions of consecutive bits [15]. In the subsequent
discussion, we assume that the communication system operates
under clear air conditions in the absence of dense fog or clouds.
In RF communication, the detrimental effects of fading are
often countered by two strategies: viz., a) use of estimates of
the channel fade (also referred to as channel state information
or CSI) at the transmitter and the receiver, and b) use of mul-
tiple transmitter and receiver elements. See [12], [35] for com-
prehensive reviews. A similar approach can be taken for wire-
less optical channels. Instantaneous channel conditions can be
estimated at the receiver. Depending on the availability of a
feedback link and amount of acceptable delay, the transmitter
can be provided with complete or partial CSI, which can then
be used for adaptive power control, thereby achieving higher
throughput [3], [4]. In several experimental studies [1], [20],
[24], multiple laser beams were shown to improve communica-
tion performance in free-space optical channels. Attempts have
since been made to characterize analytically the benefits of mul-
tiple-input–multiple-output (MIMO) communication over op-
tical fading channels [4], [13], [15], [27].
We consider a shot-noise limited MIMO free-space optical
channel corresponding to multiple apertures at the transmitter
and the receiver. Information is transmitted over this channel by
modulating the intensity of a number of optical signals, one cor-
responding to each transmit aperture, while individual photon
arrivals at each receive aperture are observed for the purpose
of detection. We consider an incoherent optical intensity mod-
ulation direct detection (IM/DD) system in which the received
total power at each receive aperture is assumed to be the sum
of powers from individual transmit apertures, scaled by the re-
spective path gains. The model is structurally similar to those
adopted in [15], [26], and should not be confused with the co-
herent MIMO multimode fiber optic systems (see, e.g., [36]). In
[3], [4], a block fading channel model [25] was proposed to ac-
count for the slowly varying fade in a free-space optical channel.
The channel fade is assumed to remain unchanged for a coher-
ence interval of a fixed duration (seconds), and change across
successive such temporal intervals in an independent and iden-
tically distributed (i.i.d.) fashion. In this paper, we assume the
same fading channel model.
The direct-detection single-input–single-output (SISO) op-
tical channel without any fading has been studied extensively
4888 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

Fig. 1. The N 2 M MIMO Poisson fading channel.

in the literature. Many of these studies focus on the Poisson ular model describes the background noise as additive white
channel with transmitter signal power constraints [7], [22], [43]. Gaussian (cf. e.g., [17], [27], [28], [44]).
Of direct relevance to our work are the recent results of [4], [14], The remainder of the paper is organized as follows. In
[15], which consider the MIMO Poisson fading channel. In [15], Section II, we provide a formal description of the outage
the authors computed upper and lower bounds on the capacity of capacity problem for the MIMO Poisson fading channel. The
the MIMO Poisson fading channel with perfect CSI at the trans- optimal power control policy that achieves outage capacity is
mitter and the receiver. These bounds were also used to compute addressed next in Section III. In Section IV, some numerical
approximate expressions for the capacity versus outage proba- examples are provided. Finally, Section V contains our con-
bility for the MIMO Poisson fading channel. In [4] (see also [5, cluding remarks.
Ch. 4]), an exact characterization of the capacity was obtained
for the MIMO Poisson fading channel in terms of the transmitter II. PROBLEM FORMULATION
average conditional duty cycles, conditioned on the transmitter
CSI. Here we extend these results to the more realistic setting We consider a shot-noise limited MIMO free space optical
of delay-limited applications, where the delay constraints may channel corresponding to multiple apertures at the transmitter
prevent coding over several coherence intervals. In this case, the and the receiver. A block schematic diagram of the
capacity in the strict Shannon sense is zero, because of a nonzero MIMO Poisson fading channel model is given in Fig. 1. The
probability of the channel being in such deep fade that the in- observed signal at each receive aperture is modeled as a doubly
stantaneous mutual information is below any desired rate [35]. stochastic Poisson counting process (PCP) whose rate is the sum
In this setting, a more relevant performance metric is the ca- of the transmitted signals from the transmit apertures scaled by
pacity versus outage probability, which is a measure of the prob- the corresponding channel fade for each of the transmit–receive
ability that the fading channel can support a desired informa- aperture pairs, and a constant (background rate at each receive
tion rate. In this paper, we provide an exact characterization of aperture) [4], [15], [26]. For given -valued1 transmitted sig-
the outage capacity, and derive the (outage) optimal transmitter nals , , from the transmit aper-
duty cycle allocation when the transmitter and the receiver are tures, the corresponding received signal at the th receive aper-
provided with perfect CSI. This improves on the existing re- ture, , is a -valued nondecreasing (left-contin-
sults of [15], which comprise upper and lower bounds on the uous) PCP with rate (or intensity) equal to
outage capacity, computed via approximations of sum of log-
normal random variables. (1)
It should be noted that our model ignores bandwidth limita-
tions associated with the transmitter and receiver devices cur-
rently used in practice. Other models have been proposed in the where , is the -valued random channel fade
literature that consider spectrally constrained transmitted sig- or path gain from the th transmit aperture to the th receive
nals (cf., e.g., [17], [37], [38]). We also incorporate the effects of aperture, , , and is the
signal shot noise and background radiation into a single constant (constant) background rate at the th receive aperture,
rate parameter in our model. The stochastic background rate .
is, in effect, replaced by its expected value. This simplistic as- Let be the time interval of transmission and recep-
sumption, whose practical relevance is open to debate, has been tion over the channel. The channel input from the th aper-
widely used in the analysis of Poisson channels (cf. e.g., [3], [4], ture, which is proportional to the transmitted optical power, is
[7], [15], [22], [43] among others). An alternative treatment of a -valued signal which satisfies peak
the SISO Poisson channel without fading with a time-varying 1We denote the set of nonnegative real numbers by IR and the set of non-
stochastic background rate can be found in [9]. Another pop- negative integers by .

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4889

2) The optimum transmission scheme that achieves channel

capacity is binary signaling through each transmit aper-
ture with arbitrarily fast intertransition times. The two sig-
naling levels correspond to no transmission (“OFF” state)
Fig. 2. Block fading channel.
and transmission at the peak power level (“ON” state) at
each transmit aperture. The conditional probability that the
th transmit aperture is in the ON state when the channel
power constraints and an average sum power constraint of the state is can be seen as the average conditional
form “duty cycle” of the th transmit aperture, .
3) In general, the transmitted signals through the transmit
(2) apertures are correlated across apertures but are i.i.d. in
time. A special property of the optimal power control law
(3) is that whenever a transmit aperture is in the ON state, then
all the transmit apertures with the same or higher values of
where , , and are fixed. Here average conditional duty cycles must also remain ON.
specifies the maximum instantaneous value of the intensity Using these facts, the instantaneous mutual information for
of the optical signal transmitted from the th transmit aperture, the Poisson fading channel, when the instantaneous
, and specifies the weighted sum of the ratio of channel fade is and the average
the average-to-peak power from all the transmitted apertures. conditional duty cycles are
The channel coherence time is a measure of the temporal , is obtained as [4], [5]
variability of the channel fade. We assume a block fading
channel model [25] in which the channel fades remain fixed
over intervals of width , and change in an i.i.d. manner
across successive such intervals. We assume throughout that
the transmitter and the receiver have perfect CSI, i.e., the in- (5)
stantaneous channel fade realizations are available perfectly at
both the transmitter and the receiver. For let the
channel fade from the th transmit aperture to the th receive where we have defined
aperture during be denoted by the rv ,
. Denote the channel fade matrix (6)
in the interval by ,
(see Fig. 2); its probability distribution is assumed (with the convention );
to be known. The components of need not be independent. is a permutation of such that
In practice, one can judiciously model the correlation structure and
of the channel fade matrix while taking into account the phys-
ical location of the transmit and receive apertures.
(7)
The rate of the received signal in ((1)) .
is now given by
Noting that is strictly convex on for every ,
it can be verified that the instantaneous mutual information is
(4) a strictly concave function of the duty cycles [4]. It
can be also shown (see [5, Ch. 4]) that for every ,
where we denote by the smallest integer greater than or is continuous but not differentiable along the planes
equal to . , , . A plot of the instantaneous
In [4] the following facts were established (see also [5, Ch. 4, mutual information for a specific value of is shown in Fig. 3
Sec. 4.3.1]): for , . Here, the mutual information is continuous
1) The capacity of the MIMO Poisson fading channel with but not differentiable along the plane. Furthermore, it
perfect receiver CSI does not depend on the coher- first increases with and and then decreases after attaining
ence interval . Conditioned on the transmitted signal a maximum. In Lemma 1 below, we prove that this maximum,
, and perfect receiver CSI, , is attained for , .
the segments of the received signal in different coher- We are now ready to introduce the outage capacity optimiza-
ence intervals, viz. , , tion problem for the MIMO Poisson fading channel
are (conditionally) independent across the under peak power constraints , and an average sum
coherence intervals; hence it suffices to look at a single co- power constraint . Let
herence interval in the mutual information computations.
Furthermore, in a single coherence interval, conditioned (8)
on perfect receiver CSI, the optimality of i.i.d. transmitted
signals leads to a lack of dependence of capacity on .

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4890
2
Fig. 3. Plot of instantaneous mutual information for the 2 1 MIMO Poisson fading channel. The parameters chosen for the figure are as follows: s = s = 3:5,
A = A = 1,  = 1. The maximum instantaneous mutual information is r
and define
The outage capacity optimization problem is stated next.
Problem P1: Given a basic rate , minimize the outage
probability subject to
with probability 1 and . will be a reasonable design parameter. In MIMO RF communi-
The solution of Problem P1 will be referred to as the in-
formation outage probability of the MIMO Poisson fading
channel evaluated at rate subject to the aforementioned
peak and average sum power constraints. One major difficulty
in obtaining a closed form analytical solution for the outage
probability is the nondifferentiability of ; standard vari-
ational techniques for differentiable functions (cf., e.g., [10])
cannot be directly applied here. Nonsmooth optimization tech-
niques (cf., e.g., [6]) can be applied to determine the solution
computationally, but this is beyond the scope of this paper.
Our approach is to partition the -dimensional unit hypercube
spanning the feasible range of average conditional duty cycles
into subsets in which the instantaneous mutual informa-
tion is smooth, and apply standard optimization tools, e.g.,
Karush–Kuhn–Tucker (KKT) conditions, in these subsets. The
boundaries of these subsets, in which the instantaneous mutual
information is nondifferentiable, are treated separately.
Remark 1: One can consider individual average power con-
straints on the transmit apertures, akin to the problems addressed
in [4], [15]. In this case, (2) is replaced by
where are fixed. The outage capacity problem then
can be formulated akin to Problem P1 by replacing the sum av-
erage power constraint with individual average
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IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008
= 1:5845 nats/unit time, attained when  =  =  = 0:4240.
power constraints , . From a prac-
tical perspective, both individual and sum average power con-
(9) straints may be applicable for different situations. For example,
if all the transmit apertures are excited by different laser sources
with widely different characteristics, then each of these sources
will have different peak and average power requirements. On the
other hand, if all the transmit apertures are excited by a common
laser source, then a constraint on the sum of the average powers
cation systems, a constraint on the sum of the average powers
across different transmit antennas is oftentimes imposed since
the total energy expended by the transmit antenna array (and
consequently the cost) is proportional to this parameter. This
is also useful in situations where the sum average power con-
straint is more binding than the individual average power con-
straints. Likewise, one can envisage situations for the MIMO
optical case where considering a sum average power constraint
maybe more realistic than pushing the individual transmit aper-
tures to their maximum power limit. In addition, from an an-
alytical perspective, it is easier to characterize the solution of
the outage capacity problem with a sum average power con-
straint as opposed to the problem with individual average
power constraints . Furthermore, in situations where
individual constraints are more demanding than a sum power
constraint, our results provide a lower bound on the achievable
outage probability. In this paper, we focus on the outage ca-
pacity problem with a sum average power constraint, and leave
the outage capacity problem with individual average power con-
straints for future study.
Remark 2: Nonzero extinction ratio: In practice, commercial
(10) OOK modulators do not switch off the light completely during
the OFF state. The ratio of the intensity levels between the OFF
and ON states is referred to as the extinction ratio. We can ac-
count for nonzero extinction ratio in our analysis by a simple
transformation of the channel model.
CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4891

Let be the extinction ratio corresponding to the III. CHARACTERIZATION OF OUTAGE CAPACITY
th transmit aperture. In this case, the peak power constraints
In this section, we study the outage capacity problem of a
(2) become
MIMO Poisson fading channel, which corresponds
to a wireless optical communication system with transmit
(11)
apertures and receive apertures. In stating our results, it is
convenient to use the following notation:
With the substitution , ,
the modified power constraints can equivalently be written as
(16)
(17)
(12)
whence it can be verified that
(13)
(18)
where , and and
are the transformed peak and sum average
power constraint parameters, respectively. Note that the rate of
is given in terms of the transformed input as (19)

Recall that the channel matrix in the -th fading block is given
(14) by . Noting that the fading process
is i.i.d. across coherence intervals, we drop the dependence on
the block from now on in the channel fading gain parameters.
where the transformed dark current parameters Define

(20)

and is the normalized

channel gain matrix.
The following alternative expressions for the instantaneous
now depend on the instantaneous channel fade realizations. The mutual information, which can be derived via some algebraic
mutual information is defined similar to (5) as manipulations of (5), will be useful later:

(15)

where is the average conditional duty cycle cor-

responding to the th transmit aperture, is a permutation of (21)
such that , , and

The outage capacity problem for this transformed channel can

be formulated akin to Problem P1 with the necessary modifi-
cations. Note that this problem is well defined provided that
, i.e., the sum average power constraint does
not violate the minimum power requirement for the OFF state.
In Section IV, we provide an illustrative example which demon-
strates the effect of nonzero extinction ratio on the outage per-
formance of a SISO Poisson fading channel. (22)

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4892 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

TABLE I Lemma 1: The optimal solution to Problem P2 is given by

VALUES FOR =3 N , where satisfies

(24)

and the maximum mutual information is given by

whence it can be readily verified that2 (23), shown at the bottom

of this page, holds for .
In order to solve Problem P1, we need to first solve the fol- (25)
lowing problem:
Problem P1a: For a given channel realization ,
Proof: See Appendix A.
minimize subject to ,
, and . Remark 3: This result implies that in the absence of an av-
Once the optimal solution to Problem P1a is obtained, one erage power constraint, the instantaneous mutual information
can characterize the solution to Problem P1 in terms of the so- is maximized by the simultaneous ON–OFF keying (SOOK)
lution to Problem P1a and the average sum power constraint. strategy in which all the transmit apertures are switched either
For similar techniques in the optimization of outage capacity ON or OFF simultaneously.
for block fading AWGN channels, see [2]. This clearly indicates that regardless of any average sum
In the following, we denote the optimal duty cycles that solve power constraint, a basic rate may not be feasible for a
Problem P1a by . We remark that we have particular channel realization if , and
intentionally dropped the dependence of these duty cycles on an outage will occur. In this case Problem P1a does not have a
the channel fade matrix for notational convenience. solution, and clearly . When ,
First, we make the simple observation that at optimality for the maximum achievable instantaneous mutual information,
Problem P1a, we must have as otherwise one clearly, the optimal duty cycles that solve Problem P1a are
can lower any of to achieve equality and in the . In what follows, we will denote
process improve (lower) the value of the objective function. feasibility for a given channel state by assuming .
However, unlike the mutual information for the AWGN fading We now introduce the following notation which will be
channel, which is monotonically increasing with respect to the useful in characterizing the optimal solution to Problem P1a.
power levels of the individual transmit antennas [40], the in- For , let denote the th
stantaneous mutual information for the Poisson fading channel bit in the binary expansion of , ; in other
is not monotonically increasing with , although it words, . Let denote the
is strictly concave (for the SISO case, see [3]). This implies that number of ’s in the (binary) sequence , and
for a given channel realization, the instantaneous mutual infor- denote the collection of indices
mation achieves a maximum, as is stated in Lemma 1 below. in the increasing order. In Table I, an example is provided,
Therefore, to ensure feasibility, we need to verify whether the which illustrates these definitions for the case . Note that
basic rate is less than or equal to this maximum mutual infor- there is a one-to-one correspondence between and .
mation given a fixed channel realization. Thus we need to first The following lemma presents the solution to Problem P1a
solve the following optimization problem. where the optimal duty cycles that minimize the average sum
Problem P2: Given a fixed channel realization , power constraint as in Problem P1a are denoted by .
maximize subject to , .
Lemma 2: Given a basic rate and a fixed channel
The solution of Problem P2 is stated in the following lemma.
realization (for a given fading block) , if , the
2For brevity, we use the notation x = 0. optimal duty cycles are clearly . When

(23)

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4893

, the optimal duty cycles are , In the next corollary, we outline a complete characterization
where is given by (24). When , the optimal of the optimal duty cycles that minimize the average sum power
duty cycles are necessarily determined by one constraint in Problem P1a for the special case of transmit
of the following cases, which are indexed by apertures.
, where .
Corollary 1: Given a basic rate and a fixed channel
Case k: Suppose there exist and a state matrix , the optimal duty cycles are given as
permutation of such that follows. The first five cases correspond to , while
the sixth (trivial) case corresponds to .
Case 1: Suppose there exist , , such that

(26)

Furthermore, suppose there exist such that for

Then .
Case 2: Suppose there exist , , such that

(27)

with equality if . Then

if
if (28)
if

Proof: See Appendix B.

Then , .
Remark 4: For an arbitrary number of transmit apertures,
the characterization of the optimal duty cycles can become ex- 1) Case 3: Suppose there exist , , such that
ceedingly cumbersome. For example, consider .
The number of cases involved in the characterization is equal
to twice the number of distinct ways in which one can place
either a “ ” sign or an “ ” sign in the positions be-
tween the various permutations of the sequence .
The factor of follows from the fact that can either be
or . Using standard combinatorial arguments, it follows
that the number of cases for transmit apertures is given by
, where for , Then , .
we denote by the number of groups of consecutive zeros in Case 4: Suppose there exist , , such that
the binary representation of , and by the number of consec-
utive zeros in the th group, . This formula follows
by the fact that if consecutive duty cycles are equal, then the
rearrangements of these duty cycles while keeping the ordering
of the other duty cycles unchanged constitute a single distinct
permutation. For example, for transmit apertures, the
number of distinct cases is , corresponding to the conditions
i) , ii) , iii) , iv)
, v) , and vi) . For
, the number of distinct cases is ; for , the
number of distinct cases is and for , the
number of distinct cases is approximately . Then , .

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4894 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

Fig. 4. Plot of optimal duty cycles versus increasing s . In this example, A = A = 1,  = = 1, s = 3:177, s = 2:375, s = 0:697. The target
rate is r = 1 nats/unit time.

Case 5: Suppose there exist , such that , so that , and the target instanta-
neous mutual information is nats/unit time. The various
regions (within the outage set), ,
and can be easily seen while
the optimal sum duty cycle decreases with increasing within
the feasible set. Fig. 5 shows that these optimal duty cycles in-
deed achieve the target rate within the feasible set. In order
to provide the readers with a feel of how the transmitted sig-
nals from the two apertures look like, we are providing sample
traces of outage-capacity achieving ON–OFF keying switching
Then , . patterns from the two transmit apertures in the aforementioned
MIMO Poisson fading channel. In Fig. 6, the signals from
Case 6: If , then .
the two transmit apertures corresponding to two coherence in-
We now return to the characterization of the outage capacity
tervals of duration 5 ms are shown. In both the coherence in-
problem for the MIMO Poisson fading channel. We
tervals, we fix , , . The
make the following assumption.
coefficient changes from in the first interval to
Assumption 1: The channel matrix is full rank, that is, it in the second. From Fig. 4, it follows that the optimal duty cy-
has rank . cles to achieve a target rate of nats/unit time change
The following result establishes the monotonicity of the op- from in the first interval to ,
timal sum average duty cycle with respect to the channel gains. in the second. The key property of the optimal
switching strategy can be clearly seen from this figure. In the
Lemma 3: Under Assumption 1 and given is feasible, the
second coherence interval, note that whenever transmit aper-
optimal sum average duty cycle for a given channel realization
ture 2, which has a lower instantaneous duty cycle, is ON, the
given by is a continuous and nonincreasing
stronger transmit aperture 1 is also ON. Note that these traces are
function of any of the channel gains
not exact but are approximate versions of the optimal switching
.
patterns. For the sake of illustration, we have fixed a minimum
Proof: See Appendix C.
duration of ms for consecutive transitions between
Remark 5: Note that Assumption 1 is a sufficient condition, the ON and OFF states at the transmit apertures. The optimal
and not necessary. Another sufficient condition for Lemma 3 to strategy dictates that ; we request the readers to interpret
hold is that the ratios are not all equal. Note also that this the illustration accordingly.
condition is weaker than the rank condition stated in Assump- With the two Lemmas 2 and 3 established, we can now
tion 1. use some results from [2] to obtain the complete solution to
Fig. 4 shows how the optimal conditional duty cycles vary Problem P1. In order to maintain readability, we quote these
for a MIMO Poisson fading channel, when is varied results from [2] without the detailed proofs, except for short
while , and are kept fixed. Here , outlines of proofs wherever deemed necessary. Before we

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4895

Fig. 5. Plot of optimal instantaneous mutual information versus increasing s . In this example, A = A = 1,  =  = 1, s = 3:177, s = 2:375,
s = 0:697. The target rate is r = 1 nats/unit time.

proceed, note that if the average sum duty cycle constraint We further define the following two average duty cycle sums as
is satisfied, where are given by Lemma
2, then clearly the optimal solution to Problem P1 is given by
characterized by Lemma 2. The more interesting case
is when , and it is for this case, that we need to use
some results from [2] in order to solve Problem P1. First we
quote Lemma 3 of [2] which solves the following problem. where is the cdf of . The duty cycle sum threshold is
Problem P3: Given a nonnegative real random variable defined as
with cumulative distribution function (cdf) , maximize
subject to with probability and (33)
.
The solution to Problem P3 is given by the following Lemma, and the weight is defined as
which is quoted from [2].
(34)
Lemma 4: The solution to Problem P3 is given by
for We are finally ready for the main result of this paper, that is,
for (29) the solution to Problem P1, which is presented below.
for Theorem 1: If , where are given by
Lemma 2, the optimal duty cycles that solve Problem P1 are
where for , we define
given by , . When , the
and are given by with solution to Problem P1 is given by
.
if
Proof: See Appendix C of [2]. (35)
if
Note in particular that if is continuous at , then
. If , then with prob-
the value of can be chosen to be any real in . We intro-
ability and with probability . Here
duce the following definitions:
are as defined in (30)–(34) and
(30) solve Problem P1a.
(31) Proof: The proof mirrors that of Proposition 4 of [2] (see
[2, App. D]). Here we briefly outline the two main steps.
where is the outage floor set. The Step 1: The first step is to show that the optimal duty cycle al-
boundary surface of is defined as location to Problem P1 must be of the form with prob-
ability (where denote the solutions to Problem
(32) P1a) and with probability and is a

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4896 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

Fig. 6. A sample trace of the optimal transmitted signals from the two transmit apertures. In this example, A A = =1 = =1
,  , and the target
=1
rate is r nats/unit time. Two successive coherence intervals are shown. In both the coherence intervals, we set s : ,s= 3 177 = 2 375 = 0 697
: ,s : ,
while s = 0 587: in the first interval and s : = 4 458
in the second interval. The optimal duty cycles are  3  = = 0 25 = 0 15
: for the first and  3 : ,
 = 0 06 1 = 0 04
: for the second coherence interval respectively. Note that this plot is not the exact trace but an approximation, with a minimum interval of :
1 0
ms for consecutive transitions between the ON and OFF states. In order to visualize the exact trace patterns, the readers should imagine that ! .

weight function given by the optimal solution to . If the channel fade distribution is not continuous, then a
to the following optimization problem. randomization is necessary for the channel states for
Problem P4: Maximize subject to which , and , the probability of transmitting ac-
with probability 1 and . cording to the optimal OOK switching rule is chosen to satisfy
For details of this proof, see [2, Appendix D]. the long term sum duty cycle constraint . However,
Step 2: Note that Lemma 2 gives the explicit characterization in the case of the free-space optical fading channel, usually the
of . Lemma 4 allows us to find the optimal for fading distribution is believed to be continuous, e.g., log-normal
the solution of in Step 1. Lemma 3 essentially helps us and thus, the value of can be chosen to be any real number
characterize the sets , and the complement region between and without affecting optimality, as discussed ear-
according to , and lier.
, respectively. Again, see [2, App. D] for details. Finally, the outage probability can be obtained as
Remark 6: The above result implies that when the average
sum duty cycle constraint is active, that is, , the
optimal duty cycle allocation amounts to finding an optimal (36)
threshold such that for the channel states for
which , the transmitters are turned OFF. For the
channel states for which , the transmit IV. NUMERICAL STUDIES
apertures follow the OOK switching strategy with conditional In the previous section, a rigorous analytical procedure was
duty cycles , where these duty cycles are the solutions outlined to determine the outage capacity-achieving transmitter
to Problem P1a, i.e, they achieve the minimum sum duty cycle power control strategy in terms of the optimal average duty cy-
while meeting the basic rate . The threshold is chosen such cles. However, it is extremely difficult to obtain closed-form an-
that the average (long-term) sum duty cycle constraint is equal alytical expression for outage probability for the SISO Poisson

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4897

Fig. 7. Plot of average sum duty cycle versus threshold p for a 2 2 2 MIMO Poisson channel with lognormal fading. In this example, A = A = 1,
 =  = 1, r = 0:25 nats/unit time.

fading channel, let alone the MIMO case. Even in RF communi-
cation, outage capacity for the fading MIMO AWGN channel is
difficult to evaluate analytically (see [12] for details). Therefore
we resort to numerical studies where we explore the behavior
of outage probability with respect to several parameters like the
sum average power constraint and the target rate .
A. MIMO Poisson Channel With i.i.d. Fading
In this section, we present some illustrative simulation re-
sults for a MIMO Poisson fading channel where
, and are i.i.d. lognormal random variables such
that , . As in [3], we take
such that the fade is normalized, i.e.,
We fix , which corresponds to a moderately turbulent
fading channel. We also take (for simplicity)
(or ) and . The expected un-
constrained optimal mutual information, i.e., was
found to be approximately nats/unit time. For the simula-
tions, we choose nats/unit time. The following re-
sults are obtained through computer simulations averaged over
channel realizations.
Fig. 7 illustrates how varies with , the optimal sum
duty cycle threshold. In practice, one can use this graph to ob-
tain for a given average sum duty cycle constraint . It was
noticed that the unconstrained optimal average sum duty cycle
. So, for all , the optimal duty
cycle allocation is given by Lemma 2. Note also that the choice
of is not crucial here as the fade distribution is continuous
and hence can be chosen as any real number in ; we fix
. In this section, we compute the outage performance of a
Fig. 8 shows the outage performance of the optimal duty cycle
allocation algorithm as opposed to a constant duty cycle allo-
cation (such that the average sum duty cycle
constraint is satisfied). It can be seen that the optimal allocation
scheme outperforms the constant duty cycle allocation scheme
quite substantially. As , the outage probability clearly
attains a floor (as expected), since for all , the outage
probability is given by the probability that the maximum achiev-
able mutual information (for a given channel fade) falls below
the basic rate . Thus, increasing average power does not re-
duce outage probability beyond this point. This behavior, which
is not seen in the outage performance of the AWGN fading
channel, is due to the fact that in the Poisson fading channel, the
, instantaneous mutual information is a concave but not a mono-
tonically increasing function of the duty cycles. Note also that
if one further lowered the basic rate requirement , the uncon-
. strained average sum duty cycle will increase beyond
and gradually approach and the outage probability floor will
be also lowered. However, we do not provide further graphs as
they are similar to the ones provided here.
In Fig. 9, we plot the variation of the outage probability with
the target rate for a fixed value of . Here, the details of the
fading statistics remain the same as those for Fig. 8. Keeping
fixed at , is varied between and nats/unit time.
It is clearly seen that the outage probability increases with an
increasing basic rate requirement. For the given value of , it is
also seen that a MIMO setup with two transmit and two receive
apertures can achieve an outage probability value of less than
when the basic rate requirement is lower than nats/unit
time.
B. MIMO Poisson Channel With Correlated Fading
MIMO Poisson channel with correlated fading. Fig. 10 illus-
trates how the outage probability varies with for correlated
fading using the same parameters as in Fig. 8. The plot of the

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4898
Fig. 8. Plot of outage probability versus average sum duty cycle constraint
A = A = 1,  =  = 1, r = 0:25 nats/unit time.
outage probability versus for the independent (across aper-
tures) fading case is juxtaposed here for comparison. For the
correlated fading case, we assume that
where , as before, and
is the crosscorrelation parameter. In effect, we assume that
and are correlated Gaussian random vari-
ables with autocovariance and cross-covariance . Simi-
larly, are correlated Gaussian random vari-
ables with autocovariance and cross-covariance . These
pairs of random variables are assumed to be mutually indepen-
dent. In practice, this correlation structure may be an appropriate
model for the situation when the two transmit apertures are
placed farther apart while the two receive apertures are located
close to one another. We evaluate the outage probability for two
different values of , (low correlation) and
(high correlation). It is seen that correlation does not necessarily
degrade performance (i.e, increase outage probability) for all
values of . For a range of values, the outage probability for
the correlated fading case can be lower than the independent
fading case. However, as increases, the outage behavior of
the correlated case becomes worse and results in higher outage
floors than the independent fading case. For a finite number of
transmit and receive antennas, such outage probability behavior
was also observed in the RF wireless case [21] for equal power
transmission. It was seen that for small SNR values, the outage
probability is Schur concave with respect to the correlation pa-
rameter, whereas for high SNR values, it is Schur convex. A full
investigation of similar properties for transmission over corre-
lated MIMO Poisson fading channels is beyond the scope of this
paper and will be investigated in future work.
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IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008
 for a 2 2 2 MIMO Poisson channel with lognormal fading. In this example,
Remark 7: In the above simulation studies, we have re-
stricted our MIMO system to a two transmit and two receive
aperture case only. In principle, one can numerically eval-
uate (via computer simulations) the performance of systems
with larger number of transmit and receive apertures (such as
, or , ) with the optimal duty
cycle allocation scheme presented in this paper. However, as
remarked after Lemma 2, the number of possible cases to study
becomes quite large and the computational effort becomes
quite burdensome. It is for these reasons that we refrain from
presenting such numerical studies in this paper, and emphasize
the need for sub-optimal but reasonably accurate duty cycle
allocation policies in the case of larger values of , . This
will indeed be the subject of our future investigation.
C. SISO Poisson Fading Channel
For the MIMO Poisson fading channel, a direct comparison
of our results with the existing upper and lower bounds on the
outage capacity derived in [15] can not be provided due to the
following reasons. In [15], individual average power constraints
were imposed on all the transmit apertures, while here we con-
sider a constraint on the sum of the average powers across all
transmit apertures. Therefore, the optimal allocation of duty cy-
cles as computed in Theorem 1 does not constitute the optimal
solution for the problem considered in [15]. We remark that
we provide an exact solution to the outage capacity problem
under our formulation and that it is also possible to extend the
techniques outlined in this paper to solve the outage capacity
problem with individual average power constraints, but we do
not discuss it in this paper. However, for the SISO case, we can
compare our results directly with the approximations derived in
[15].
In Figs. 11 and 12, the outage performance of the optimal al-
gorithm is compared against the performance predicted by [15]
as well as the constant duty cycle allocation scheme in low
CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4899

Fig. 9. Plot of outage probability versus target rate r for a 2 2 2 MIMO Poisson channel with lognormal fading. In this example, A = A = 1,  = = 1,
and  = 0:0745.

Fig. 10. Plot of outage probability versus average sum duty cycle constraint  for a 2 2 2 MIMO Poisson channel with independent and correlated lognormal
fading. In this example, A = A = 1,  =  = 1, r = 0:25 nats/unit time.

noise and high noise regimes respectively. For the low noise
case, we fix , , nats/unit time. For
the high noise case, we fix , ,
nats/unit time. In both the low and high noise regimes, it is
seen that the outage-optimal power allocation scheme per-
forms much better than the constant power allocation scheme
and the Haas–Shapiro approximation [15]. A similar perfor-
mance gap between the optimal allocation scheme and the
Haas–Shapiro approximation/constant duty cycle allocation
scheme is also seen in the high noise case. More interestingly,
the Haas–Shapiro approximation and the constant duty cycle
allocation performances are very similar. In fact this is no
coincidence, and in both the low noise and the high noise case,
the outage probability can be approximated for a constant duty
cycle allocation and the approximations can be shown to be
identical to the Haas–Shapiro approximations (given by (54)

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4900 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

Fig. 11. Plot of outage probability versus average power constraint for a SISO Poisson channel with lognormal fading ( = 0 ; = 0:1) in low noise. In
this example, A = 1,  = 0:001, r = 0:15 nats/unit time.

Fig. 12. Plot of outage probability versus average power constraint for a SISO Poisson channel with lognormal fading ( = 0 ; = 0:1) in high noise.
In this example, A = 1,  = 1000, r = 0:00005 nats/unit time.

in [15]) for lognormal fading. As an example, we provide the de- where is equivalent to given by (45) and (46) in
tails for the high noise case. For a constant duty cycle allocation [15]. Noting that for lognormal fading ,
, the mutual information of the SISO Poisson fading channel it can be shown easily that the above approximation is the same
follows as a special case of (3), and is given by as that given by (54) in [15]. In the low noise case , one
can approximate by , which will lead to
the corresponding approximation in [15]. It is seen that this low
noise approximation ( when )
does not result in as accurate an approximation for the outage
When , one can approximate by , which probability as the high noise case, specially for smaller values
leads to the following approximation for the outage probability of .
in the high noise case : Finally, in Fig. 13, we plot the outage performance of the op-
timal scheme for two values of extinction ratio, viz., and
. It can be seen that a nonzero extinction ratio can lead
to a significant degradation in outage performance, especially
when the average power constraint is small.

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS
Fig. 13. Plot of outage probability versus  for a SISO Poisson channel with lognormal fading for different extinction ratios. In this example, A = 1,  = 0:01,
r = 0:1 nats/unit time.
V. DISCUSSION
We have studied the outage capacity problem for a single-user
shot-noise limited direct detection block fading MIMO Poisson
channel. Under the assumption of perfect transmitter and re-
ceiver CSI, a characterization of the information outage proba-
bility is obtained when the transmitted signals from the different
transmit apertures are subject to peak and average sum power
constraints. The optimal average conditional duty cycles, and
hence the outage capacity, have been explicitly determined. It
has been demonstrated that regardless of the average sum power
constraint , a basic rate will not be feasible for channel states
such that , where satisfies (25), and de-
notes the maximum supportable instantaneous mutual informa-
tion for the channel state . These channel states will always be
in the outage set for the basic rate , and cumulatively consti-
tute the floor of the outage probability performance. This is in
contrast to the RF channel problem, where the outage set van-
ishes for an arbitrarily large average power constraint. The dif-
ference arises from the fact that in Poisson fading channels, the
instantaneous mutual information is a concave but not a mono-
tonically increasing function of the duty cycles.
The exact value of the average sum power constraint plays
a critical role in the characterization of the optimal duty cycles.
There are two distinct regimes, depending on whether the av-
erage sum power constraint is active or inactive. If
i.e., the average sum power constraint is inactive, then the op-
timal duty cycles are determined by the various cases discussed
in Lemma 2. On the other hand, if , i.e., the av-
erage sum power constraint is active, then the optimal transmis-
sion strategy constitutes the determination of a threshold power
level , which is chosen such that the long-term average sum
power constraint is met with equality. The transmit apertures
are turned off when the sum duty cycle dictated by Lemma 2,
i.e., exceeds the threshold . An additional randomization
is necessary if the fading distribution is not continuous.
In this paper, we have not discussed the practical issue of code
construction for the MIMO Poisson fading channel. A class of ex-
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4901
ponentially optimal codes for the SISO Poisson channel without
fading was discussed by Wyner in his landmark paper [43]. An
extension of such codes to the MIMO Poisson channel without
fading is an interesting open problem. The optimal duty cycle al-
location scheme developed in this paper is a continuous function
of the Poisson fading CSI available at the transmitter, and clearly,
any coding scheme that wants to directly implement this scheme,
will have to adapt continuously to the available CSI. Just as in RF
fading channels, this requires an infinite size adaptive codebook
and is therefore not practical. Thus it is necessary to design adap-
tive coding strategies with finite code rates and finite duty cycle
allocation schemes. Note that in the case of SISO RF channels,
practical adaptive coded modulation schemes were developed in
[11] and adaptive transmission systems with finite code rates were
developed in [29], [30]. Of particular relevance to us is the work
[29] where adaptive transmission schemes with finite code rates
and power levels were derived for maximizing the average re-
liable throughput (ART) over a SISO RF fading channel. It was
shown that properly designed adaptive coding schemes even with
a small number of rates and power levels were good enough to
achieve ART very close to the ergodic capacity. We believe sim-
ilar schemes for adaptive coding strategies with a finite number of
duty cycle levels at each aperture for MIMO Poisson fading chan-
nels can be derived via an efficient discretization of the Poisson
, fading channel state space. This will obviously be an important
topic for future research.
There are several interesting open problems that are the sub-
ject of current and future investigation. First, we have assumed
that the transmitter and receiver have perfect CSI; in practice,
the transmitter may have limited knowledge of the channel state,
while the receiver has perfect CSI. In [4], an expression for
the ergodic capacity has been obtained for this problem. The
outage capacity problem with imperfect transmitter and receiver
CSI remains open, and poses several challenges. Second, we
have ignored the bandwidth limitations of the transmitter and
receiver devices. It is worthwhile to study how these limita-
tions affect the system performance, in terms of ergodic and
4902 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

outage capacities. Third, it is useful to analyze how the capacity Noting that for all , it follows that
scales as the number of transmit and receive apertures are in- must be nonnegative in order to satisfy (40). By
creased. For RF fading channels, some asymptotic results exist (22) and (40), we get that (at optimality)
in [23] where the authors provide a Gaussian approximation to
the mutual information when the number of transmit antennas
goes to infinity. Some results for correlated fading channels also
exist in [33]. Although most of these results generally rely on
asymptotic eigenvalue distributions of large random matrices,
obtaining asymptotic or scaling results (with respect to number
of antennas) for MIMO outage capacity is, in general, a diffi-
cult problem even for RF fading channels [12]. Due to the com-
plicated nonlinear expression of the mutual information in the (41)
MIMO Poisson fading channels, we believe that obtaining such
asymptotic results in our case will be a challenging problem.
We leave this for future research. Finally, a service outage based with , where (41) follows by (39). Since
rate and power allocation problem for the RF fading channel has is an increasing function of , is an
been recently addressed in [31], [32], which studies the ergodic increasing function of . Clearly, at optimality,
capacity problem subject to an additional outage constraint. This cannot be less than as a larger value of the instan-
framework is well-suited for the Poisson fading channel as well; taneous mutual information can be found by ,
the topic is under current investigation. while fixing the other duty cycles. This implies that at opti-
mality, when one considers the re-
APPENDIX A gion . Considering any other permutation ,
PROOF OF LEMMA 1 one can similarly come to the conclusion that at optimality,
. Therefore, it follows that the
Without loss of generality, we restrict ourselves to the permu- instantaneous mutual information is maximized by the choice
tation ordering , , which corresponds to , where is given by (as can be
the region . Fixing a channel state , seen from (40) with )
consider the optimization problem

(42)
where for the time being we allow real-valued duty cycles. De-
fine the Lagrangian and the maximum mutual information is given by

(37)

where are the associated Lagrange parameters. Clearly,

from the concavity of the objective function with re-
spect to and the linearity of the constraints
, this is a concave maximization problem and the corre-
sponding Karush–Kuhn–Tucker (KKT) conditions are neces- Since for all , it is clear (from (42)) that
sary and sufficient for optimality. . This completes the proof of Lemma 1.
The KKT optimality conditions for the above optimization
problem are given by APPENDIX B
PROOF OF LEMMA 2
(38) Note that the proof for the cases and
are obvious. We consider the case below.
(39) We start by defining the Lagrangian

where and denote the optimal

values. By (38) and (23), it follows that

(43)

where are the associated Lagrange multipliers. Since

this is a convex optimization problem, the KKT conditions
(40)
. are necessary and sufficient at optimality. Using the notation

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4903

for , the KKT conditions are summa- Finally, we prove that . By (27), it
rized below: follows that for

if
(44)
if
(45)
(46)

where , denote the optimal

values, and is a permutation of such that

so that from (26), after some rearrangement, we get that

Let

(47)

where denotes the indicator function, and let

. Notice that the optimal duty cycles
correspond to the case described in the statement of Lemma
2. In this case, there are exactly distinct
nonzero duty cycles, which we rename

(48)
(51)
Note that at optimality, the instantaneous mutual information is
exactly equal to the basic rate , so that (46) is automatically
satisfied. It can be verified (from (22)) that (26) is the condition (52)
with the substitution (48). Note also that if
, ; otherwise, is just nonnegative.
where (51) follows by (48), and is an
From (43), it can be seen that
increasing function of . Consider now the linear program-
ming problem (LPP)

subject to
(49)
.

From the last condition above, it follows that . By (23),

after some algebraic manipulations, it can be derived from (49)
that (at optimality) where are given constants. This is a LPP in the “stan-
dard form,” and it is well known that the solution to this problem
comprises at most nonzero
“basic variables,” where is the normalized channel
state matrix. Hence, it follows from (52) that at optimality, at
most of the optimal duty cycles are nonzero, i.e.,
. This completes the proof of Lemma 2.

APPENDIX C
(50) PROOF OF LEMMA 3
Proof of continuity: First, note that proving continuity with
with equality if . Note that if , then equality respect to is equivalent to proving continuity with respect
in (50) is achieved (if , this condition also ensures that to . For the rest of this proof, we will refer to continuity
). Using these observations, it can easily be verified that and nonincreasing properties with respect to . Be-
(27) is a restatement of (50) with the substitution (48). fore proceeding further, we define the open sets

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4904 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

the conditions for Case k in Lemma 2 are satisfied , for

. The boundary between and is referred to as
.
We begin by establishing continuity within each individual (55)
case, i.e., when . Recall that ,
, and are the collection of indices and for ,
in an increasing order. For convenience, we
drop the dependence of these parameters on the case index in
the following discussion. Note that for Case k, the optimal sum
average duty cycle is given by

where satisfies (24) and (25). Furthermore, at

optimality

(56)

where in (55) and (56) we have used the following notation:

(53)
and for (57)

(58)

(59)

(60)

for , and with

, .
In (61), shown at the top of the following page, we have
defined the Jacobian , whose determinant can be
(54) shown to equal (after some elementary matrix transformations)
where (53) follows by (26), and (54) follows by a rearrange- to (62) also shown at the top of the following page, which can
ment of the equality conditions of (27). Note that the func- be simplified using the Cauchy–Binet formula (cf. e.g., [16]) to
tions constitute a set of implicit equations in- yield
volving , and they are all twice continuously differentiable
in and any component of . It can be verified that for (63)

where the sum extends over all the subsets of

with elements, and is a
matrix whose th row comprises the elements . Under
Assumption 1, it is obvious that the Jacobian is positive
definite. Another sufficient condition for this to hold is that the
ratios are not all equal (see also Remark 5).
Now suppose there is a solution (which is guaranteed from
feasibility when Case k is true) to ,
, for a given channel state . Note that if

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CHAKRABORTY et al.: OUTAGE CAPACITY OF MIMO POISSON FADING CHANNELS 4905

(61)

(62)

Case k is not true, then one of the other cases , where by (27), the Lagrange multiplier satisfies
must be true. It follows then from the Implicit Func-
tion Theorem that for within a small neighborhood of , ,
is a twice continuously differentiable function of
any component of . This argument can be repeated for any el-
ement of . Thus it follows that is a twice continuously (65)
differentiable function of any component of when .
Since for Case k Therefore, in the limit as the channel state approaches the
boundary , and the individual duty cycles con-
verge to their limiting values, the value of the optimal average
duty cycle maintains continuity. This completes the proof
of continuity across the boundary .
Proof of monotonicity: We now prove that
the required proof for continuity thus follows.
is a nonincreasing function of any of the channel
Once continuity is proven within each of the open sets
gains . Recall that for Case
, we need to prove continuity at the
k, we have
boundaries . These boundary sets consist of channel
states for which the characterization of the optimal duty cycles
makes a transition from Case i to Case j (or from
Case j to Case i) in the statement of Lemma 2. By continuity where satisfies (26) and (27). Therefore, for
within each individual set, it follows that the permutation ,
ordering of the optimal duty cycles is preserved in the boundary
sets . In other words, there exists a permutation ordering
such that the inequality holds
in the sets , and . The existence of a common (66)
boundary is guaranteed from the uniqueness of the solutions
due to the strict convexity of Problem P1a within the feasible
set. Furthermore, the boundary set is nonempty only if (67)
or . We prove this by contradiction. Suppose where (66) follows by
there exist adjacent sets and with both
and . But and are separated by the set
, where is such that .
Thus, and can not be adjacent.
We now prove continuity for the boundary assuming
that is true in the sets , and
, and the relation holds. Recall from (52) that at
optimality

(68)
(64)
and (67) follows by the implicit differentiation chain rule.

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4906 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 54, NO. 11, NOVEMBER 2008

if
(69)

if

We now show that . To this end, we refer to with the Lagrange multipliers , the (necessary) KKT
(22), from which it follows that optimality condition yields

(71)

where we have used (68) and the fact that , ,

since the associated inequalities are strict. Thus, we have estab-
lished that any local minimum of the optimization problem (70)
is nonnegative. From (67) and (69), it therefore follows that if
Case k is true, then .
Thus, we have proved that the optimal sum duty cycle
is a nonincreasing function of any component of
when the optimal duty cycles belong to any individual case.
Appealing to the continuity of at the nonempty boundary
sets between two such cases, one can them claim that is
a nonincreasing function of any component of the channel gain
vector whenever Problem P1a is feasible. This completes the
proof of Lemma 3.
so that at optimality (when the optimal solution belongs to Case
k), by (28), see (69) at the top of the page. Consider now the ACKNOWLEDGMENT
optimization problem
The authors express their gratitude to the anonymous re-
viewers and the Associate Editor for their thorough reviews and
constructive comments. Kaushik Chakraborty would also like
to thank his former Ph.D. supervisor Prof. Prakash Narayan for
(70) numerous helpful discussions.

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