Multi-cell processing, also called Coordinated Multiple Point (CoMP), is a very promising distributed multi-antennas technique that uses neighbour cell's antennas. This is expected to be part of next generation cellular networks standards such as LTE-A. Small cell networks in dense urban environment are mainly limited by interferences and CoMP can strongly take advantage of this fact to improve cell-edge users' throughput. This paper provides an analytical derivation of the capacity outage probability for CoMP experiencing fast Rayleigh fading. Only the average received power (slow varying fading) has to be known, and perfect Channel State Information (CSI) is not required. An optimisation of the successfully received data-rate is then derived with respect to the number of cooperating stations and the outage probability, illustrated by numerical examples.