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We define {\bf primitive derivations} for Coxeter arrangements which may not be irreducible. Using those derivations, we introduce the {\bf primitive filtrations} of the module of invariant logarithmic differential forms for an arbitrary Coxeter arrangement with an arbitrary multiplicity. In particular, when the Coxeter arrangement is irreducible with a constant multiplicity, the primitive filtration has already been studied, which generalizes the Hodge filtration introduced by K. Saito.

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