  A discrete-time single-user scalar channel with temporally correlated
Rayleigh fading is analyzed. There is no side information at the transmitter or
the receiver. A simple expression is given for the capacity per unit energy, in
the presence of a peak constraint. The simple formula of Verdu for capacity per
unit cost is adapted to a channel with memory, and is used in the proof. In
addition to bounding the capacity of a channel with correlated fading, the
result gives some insight into the relationship between the correlation in the
fading process and the channel capacity. The results are extended to a channel
with side information, showing that the capacity per unit energy is one nat per
Joule, independently of the peak power constraint.
  A continuous-time version of the model is also considered. The capacity per
unit energy subject to a peak constraint (but no bandwidth constraint) is given
by an expression similar to that for discrete time, and is evaluated for
Gauss-Markov and Clarke fading channels.
