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This article presents a model independent search for an additional, mostly sterile, Heavy Neutral Lepton (HNL), that is capable of mixing with the Standard Model $\tau$ neutrino with a mixing strength of $|U_{\tau 4}|^{2}$, corresponding to the absolute square of the extended Pontecorvo-Maki-Nakagawa-Sakata (PMNS) matrix element.
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