Abstract
In a paper with the title given above, Garbaczewski and Olkiewicz [Phys. Rev. A 51, 3445 (1995)] claim that a contrarily entitled paper of Gillespie [Phys. Rev. A 49, 1607 (1994)] is misleading because it is based on an allegedly overly restrictive assumption. In the discussion given here of that claim, the impugned assumption, and some foundational aspects of Markovian and non-Markovian stochastic processes, it is concluded that the thesis of the later title has not been established.