SYSTEM AND METHOD FOR MODELING STOCHASTIC BEHAVIOR OF A SYSTEM OF N SIMILAR STATISTICAL VARIABLES

A system and method for modeling stochastic behavior of a system of N similar statistical variables using N uncorrelated/independent random model parameters. More particularly, a system and method of modeling device across chip variations and device mismatch. The method includes modeling stochastic behavior of a system of N similar statistical variables using N uncorrelated/independent random model parameters. The method includes providing a system of N similar statistical variables, wherein each stochastic variable has a same standard deviation. The method further includes partially correlating each and every pair of stochastic variables among N variables, wherein a degree of partial correlation is a same for all pairs of variables. A statistical model is constructed to represent a system of N stochastic variables in which only N independent stochastic model parameters are used. A one-to-one mapping relation exists between N model parameters and the N variables. The method further includes finding unique values of the N model parameters given a set of values of the N variables. Reversely, the method also includes finding the values of the N variables given a set of values of the N model parameters.