Natural correlation between a system and a thermal reservoir

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.