This paper presents an analytical investigation of the transient and steady-state response of non-volatile memristors to high frequency periodic inputs, using as a case study a TaOx-based nano-scale memristor model derived at HP Labs. For the first time, we provide a mathematical proof for the fading memory phenomenon in memristors stimulated by periodic inputs in the high frequency limit. Specifically, we demonstrate that the steady-state response of a non-volatile memristor, exhibiting asymmetric switching kinetics with respect to the polarity of the input, depends only on the amplitude of the testing signal and not on the device initial conditions. Based on the results of our analyses, we provide an alternative method for tuning the memristor state by using high-frequency AC inputs, and introduce a new system-theoretic visualization tool, namely the input-referred High-Frequency Dynamic Route Map (HF-DRM), that allows the reproduction of the memristor time-response to any high-frequency periodic input from each admissible initial condition. The purely theoretical results introduced in this paper could inspire new approaches for modulating the memory states of practical non-volatile memristors.