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XML is a markup language same as HTML. XML tag you can define your self for storing data. XML store (describe) data, nothing more (either temporary or permanent). XML was designed for describing well formed data. Also XML have some strict rules. That rules follow every XML document.
The main difference between AJAX and JSON is that AJAX is a set of various technologies, which are used to launch asynchronous HTTP requests to a server using various data formats, such as JavaScript, XML, HTML, plain text or even JSON. JSON is a format which can be used by AJAX for data exchange.