AJAX (Asynchronous Javascript and XML) is a method for accessing a Web server from a Web page that has already loaded. Through AJAX, a browser can send and receive new information. It can then display the new information on the existing Web page, without actually reloading it.
For example, a user will immediately know if the credit card number he or she entered into a Web form is invalid, without having to click the “Next” button. Some sites use AJAX to autosave edits. AJAX reduces wait times and improves the user experience.
While many sites are adopting this technique, WordPress currently uses AJAX in the Administration Area only. However, some plugins may also use AJAX.