  The traditional way of studying temporal networks is to aggregate the
dynamics of the edges to create a static weighted network. This implicitly
assumes that the edges are governed by Poisson processes, which is not
typically the case in empirical temporal networks. Consequently, we examine the
effects of non-Poisson inter-event statistics on the dynamics of edges, and we
apply the concept of a generalized master equation to the study of
continuous-time random walks on networks. We show that the equation reduces to
the standard rate equations when the underlying process is Poisson and that the
stationary solution is determined by an effective transition matrix whose
leading eigenvector is easy to calculate. We discuss the implications of our
work for dynamical processes on temporal networks and for the construction of
network diagnostics that take into account their nontrivial stochastic nature.
