The persistence exponent theta for the global order parameter, M(t), of a system quenched from the disordered phase to its critical point describes the probability, p(t) sim t^{-theta}, that M(t) does not change sign in the time interval t following the quench. We calculate theta to O(epsilon^2) for model A of critical dynamics (and to order epsilon for model C) and show that at this order M(t) is a non-Markov process. Consequently, theta is a new exponent. The calculation is performed by expanding around a Markov process, using a simplified version of the perturbation theory recently introduced by Majumdar and Sire [Phys. Rev. Lett. _77_, 1420 (1996); cond-mat/9604151].
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