  The persistence exponent \theta for the global order parameter, M(t), of a
system quenched from the disordered phase to its critical point describes the
probability, p(t) \sim t^{-\theta}, that M(t) does not change sign in the time
interval t following the quench. We calculate \theta to O(\epsilon^2) for model
A of critical dynamics (and to order \epsilon for model C) and show that at
this order M(t) is a non-Markov process. Consequently, \theta is a new
exponent. The calculation is performed by expanding around a Markov process,
using a simplified version of the perturbation theory recently introduced by
Majumdar and Sire [Phys. Rev. Lett. _77_, 1420 (1996); cond-mat/9604151].
