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From Wikipedia http://en.wikipedia.org/wiki/Dielectric_absorption

Dielectric absorption is the name given to the effect by which a capacitor that has been charged for a long time discharges only incompletely when briefly discharged. Although an ideal capacitor would remain at zero volts after being discharged, real capacitors will develop a small voltage coming from time-delayed dipole discharging, a phenomenon that is also called dielectric relaxation, "soakage" or "battery action".