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E-prints are any freely available electronic full-text publication. Pre-prints are early, uncopyrighted versions of journal articles that are later commercially published.
More about pre-prints and pre-print servers
Pre-print servers provide you with full-text pre-publication versions of research articles, that are later submitted for publication in academic journals (thus getting around the issue of copyright). This means you get free access to high quality research papers that differ only slightly from the published version.
Pre-print servers tend to index and store the output of major academic or government funded research institutions. They therefore represent a high quality research resource.
High energy, atomic, nuclear, particle, and astro physics research areas are very strongly represented, and several pre-print servers cover papers in these areas.
The pre-print movement came about as a reaction to the excessive inflation charged by academic science journal publishers, and the illogicity of the research publication process. Universities pay academics to produce research; academics write that research up, and submit it to academic journals for publication, signing away copyright, and with little remuneration by way of return; universities then buy the research back through expensive and highly inflated journal subscriptions.
See this useful article for a summary of services and coverage provided by the main e-print resources:
Gray literature is the term given to reports and technical writings that have not been widely or publically published. Many technical reports fall into this category.