A formal language L over an alphabet Σ is a subset of Σ*, that is, a set of words over that alphabet.
In computer science and mathematics, which do not usually deal with natural languages, the adjective "formal" is often omitted as redundant.
While formal language theory usually concerns itself with formal languages that are described by some syntactical rules, the actual definition of the concept "formal language" is only as above: a (possibly infinite) set of finite-length strings, no more nor less. In practice, there are many languages that can be described by rules, such as regular languages or context-free languages. The notion of a formal grammar may be closer to the intuitive concept of a "language," one described by syntactic rules. By an abuse of the definition, a particular formal language is often thought of as being equipped with a formal grammar that describes it.
Read more about Formal Language: Examples, Language-specification Formalisms, Operations On Languages
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