A relation between non-Markov and Markov processes

Abstract

With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given.