A Rigorous Proof of the Capacity of MIMO Gauss-Markov Rayleigh Fading Channels

We investigate the problem of message transmission over time-varying single-user multiple-input multiple-output (MIMO) Rayleigh fading channels with average power constraint and with complete channel state information available at the receiver side (CSIR). To describe the channel variations over the time, we consider a first-order Gauss-Markov model. We completely solve the problem by giving a single-letter characterization of the channel capacity in closed form and by providing a rigorous proof of it.