In most cases, a small system weakly interacting with a thermal bath will eventually reach a thermal state with the temperature of the bath. We show that this intuitive picture is not always true, by using a spin star model where the non-Markov effect dominates the dynamical process. The spin star system consists of a central spin homogeneously interacting with an ensemble of identical noninteracting spins. We find that the correlation time of the bath is infinite, which implies that the bath has a perfect memory, and that the dynamical evolution of the central spin must be non-Markovian. A di...