Remarks on non-Markov processes

Abstract

It is emphasized that non-Markovian processes, which occur for instance in the case of colored noise, cannot be considered merely as corrections to the class of Markov processes but require special treatment. Many familiar concepts, such as first-passage times, no longer apply and need be reconsidered. Several methods of dealing with non-Markov processes are discussed. As an example a recent application to the transport of ions through a membrane is briefly mentioned.