  Non-Markovian corrections to the Markovian quantum master equation of an open
quantum system are investigated up to the second order of the interaction
between the system of interest and a thermal reservoir. The concept of "natural
correlation" is discussed. When the system is naturally correlated with a
thermal reservoir, the time evolution of the reduced density matrix looks
Markovian even in a short-time regime. If the total system was initially in an
"unnatural" state, the natural correlation is established during the time
evolution, and after that the time evolution becomes Markovian in a long-time
regime. It is also shown that for a certain set of reduced density matrices,
the naturally correlated state does not exist. If the initial reduced density
matrix has no naturally correlated state, the time evolution is inevitably
non-Markovian in a short-time regime.
