Are there languages generated by linear grammer which aren't regular?
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Of course. Look at the first example on Wikipedia:
$\qquad S \to aSb \mid \varepsilon$
is linear and generates $\{a^nb^n \mid n \in \mathbb{N}\}$, a non-regular language.
If you mean left-linear, or right-linear, then no - they are equivalent to REG.
