Procesos estocásticos con tiempos de permanencia tipo-fase. Evolución en Memorias Resistivas
C. J. Acal González, A. M. Aguilera del Pino, J. E. Ruiz Castro, J. B. Roldan Aranda
La utilidad de los procesos estocásticos y de las distribuciones tipo-fase ha sido ampliamente mostrada en campos como la fiabilidad, supervivencia e ingeniería. En este trabajo se construye un proceso estocástico con macro-estados donde las distribuciones tipo-fase juegan un papel fundamental para el estudio de las señales RTN (Random Telegraph Noise) en memorias resistivas. Se construye el modelo introduciendo una estructura markoviana interna entre fases de macro-estados. Se demuestra que el tiempo de permanencia en cada macro-estado es tipo-fase. Se ha obtenido la distribución transitoria, estacionaria y los tiempos de primer paso. Un aspecto de interés es el cálculo de visitas esperadas a un estado a lo largo del tiempo. Para ello se han construido las ecuaciones diferenciales matriciales correspondientes. Para la estimación de parámetros se desarrolla la función de verosimilitud aplicándose al análisis del RTN. Los resultados se han implementado computacionalmente con Matlab y R.
Keywords: Distribuciones tipo-fase; Procesos estocásticos; Procesos de Markov; Random Telegraph Noise (RTN)
Scheduled
GT17 Stochastic Processes and their Applications IV
June 7, 2022 6:40 PM
A26
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6/8/22
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