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Regular expressions are used in many practical applications. Practical regular expressions are commonly called "regex". It is known that regex are different from regular expressions. In this paper, we give regex a formal treatment. We make a distinction between regex and extended regex; while regex represent regular languages, extended regex represent a family of languages larger than regular languages. We prove a pumping lemma for the languages expressed by extended regex. We show that the languages represented by extended regex are incomparable with context-free languages and a proper subset of context-sensitive languages. Other properties of the languages represented by extended regex are also studied. [ABSTRACT FROM AUTHOR]