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Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to study e-by-e fluctuations for physical systems with volume fluctuations; (3) identity method for chemical fluctuations in a case of incomplete particle identification; (4) the example of particle number fluctuations in a vicinity of the critical point.
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