I had to ask what it was all about, and Kent explained:
Ahh, very good question! There actually IS an engine back there. It’s the APU (auxiliary power unit) and it’s what keeps the airplane cool on the ground without being plugged into the gate. It also provides electrical power and high pressure air that starts the engines after we push back from the gate.
This engine is the same as the one found on the Jetstream 31 commuter airplane, but without the prop.