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The formalism of compound Cox processes was used for statistical analysis of turbulent density fluctuations of plasma during a transient process at electron cyclotron resonance heating of L-2M stellarator plasmas. Short-wavelength (k = 20–30 cm−1) density fluctuations in the central region of the plasma column were measured by the collective backscattering technique. The transient process was caused by sputtering of wall coating and subsequent pulsed impurity injection into the plasma after a step-like increase of the heating power. The evolution of the following parameters was studied: probability density function (PDF) and dynamic and diffusive components of variance of density fluctuations increments. It was found that density fluctuations increments increase simultaneously with average electron density increase and electron temperature decrease during the transient process. It was shown that the PDF of fluctuation increments is characterized by the existence of heavy tails and it can be represented as a composition of four normal laws. Deviation from normal law that happens in the form of random bursts was observed. Duration and frequency of the bursts increases with the level of fluctuation increments and this increase is accompanied by the increase of both components of the variance. [ABSTRACT FROM AUTHOR]