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It is conjectured that the covariance matrices minimizing the outage probability under a power constraint for multiple-input multiple-output channels with Gaussian fading are diagonal with either zeros or constant values on the diagonal. In the multiple-input single-output (MISO) setting, this is equivalent to conjecture that the Gaussian quadratic forms having largest tail probability correspond to such diagonal matrices. This paper provides a proof of the conjecture in this MISO setting.
Daniel Kressner, Zvonimir Bujanovic
Alfio Quarteroni, Francesco Regazzoni