Discourse Marker Definition
A discourse marker is a word or phrase used in a conversation to signal the speaker's intention to mark a boundary:
"Anyway, I'll have to be going now."
The function of anyway is to signal a change in the direction of the conversation, in this case to finish it, so anyway is a discourse marker here. They can be used to focus, clarify, contrast, change the subject, show agreement or disagreement, etc.
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Discourse