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How can we create 'special' files, like /dev/random, in linux?

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http://stackoverflow.com – In Linux file system, there are files such as /dev/zero and /dev/random which are not real files on hard disk. Is there any way that we can create a similar file and tell it to get ouput from executing a program? For example, can I create file, say /tmp/tarfile, such that any program reading it actually gets the output from the execution of a different program (/usr/bin/tar ...)? (HowTos)