Use and meaning of session and process group in Unix?

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Unix processes have a session id and are part of a process group - which can be changed/queried with functions such as setsid()/getpgrp().

However the concept of a process group and session always eluded me, could anybody explain what significance having distinct sessions and process groups provide - why/when do one want to create a new session or place several processes in the same session and/or process group ?

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