  In this paper, we analyze the capacity of multiple-input multiple-output
(MIMO) Rayleigh-fading channels in the presence of spatial fading correlation
at both the transmitter and the receiver, assuming that the channel is unknown
at the transmitter and perfectly known at the receiver. We first derive the
determinant representation for the exact characteristic function of the
capacity, which is then used to determine the trace representations for the
mean, variance, skewness, kurtosis, and other higher-order statistics (HOS).
These results allow us to exactly evaluate two relevant information-theoretic
capacity measures--ergodic capacity and outage capacity--and the HOS of the
capacity for such a MIMO channel. The analytical framework presented in the
paper is valid for arbitrary numbers of antennas and generalizes the previously
known results for independent and identically distributed or one-sided
correlated MIMO channels to the case when fading correlation exists on both
sides. We verify our analytical results by comparing them with Monte Carlo
simulations for a correlation model based on realistic channel measurements as
well as a classical exponential correlation model.
