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We investigate the cooperative diversity gain in underlay cognitive radio (CR) systems where secondary users access the spectrum licensed to primary users under an interference power constraint at primary receivers. Our analysis shows that the cooperative diversity gain has different characteristics from that in non-CR systems since the transmit power of a secondary transmitter is limited by the interference power constraint. If a fixed interference power constraint is imposed, the cooperative diversity gain is lost regardless of the number of relays even if peak transmit power grows to infinity. We analyze the critical value of peak transmit power beyond which increasing peak transmit power does not help in improving the outage probability. However, if a proportional interference power constraint is imposed, a full diversity gain is shown to be attained even without instantaneous interference channel information at the …