  The concept of effective temperatures in nonequilibrium systems is studied
within an exactly solvable model of non-Markovian diffusion. The system is
coupled to two heat baths which are kept at different temperatures: one
('fast') bath associated with an uncorrelated Gaussian noise and a second
('slow') bath with an exponential memory kernel. Various definitions of
effective temperatures proposed in the literature are evaluated and compared.
The range of validity of these definitions is discussed. It is shown in
particular, that the effective temperature defined from the
fluctuation-dissipation relation mirrors the temperature of the slow bath in
parameter regions corresponding to a separation of time scales. On the
contrary, quasi-static and thermodynamic definitions of an effective
temperature are found to display the temperature of the fast bath in most
parameter regions.
