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In cognitive radio networks, cognitive (unlicensed) users need to continuously monitor spectrum for the presence of primary (licensed) users. In this paper, we illustrate the benefits of cooperation in cognitive radio. We show that by allowing the cognitive users operating in the same band to cooperate we can reduce the detection time and thus increase the overall agility. We first consider a two-user cognitive radio network and show how the inherent asymmetry in the network can be exploited to increase the agility. We show that our cooperation scheme increases the agility of the cognitive users by as much as 35%. We then extend our cooperation scheme to multicarrier networks with two users per carrier and analyze asymptotic agility gain. In Part II of our paper , we investigate multiuser single carrier networks. We develop a decentralized cooperation protocol which ensures agility gain for arbitrarily large cognitive network population.