Abstract
We aim in this work to derive non-Markovian stochastic models. We generalize the discrete random walk by using the method of conditional arrival probability and different types of time distribution in order to get the memory effect. Similarly, we apply this method in case of continuous time random walk with different time distributions and different jump distributions to get stochastic models with memory effect. Also, we may know the memory effect from the statistical properties of the model, especially the second moment.