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Sometimes, a grand jury will initiate an investigation on its own, rather than waiting for a prosecutor to bring evidence that's been developed by the police. Special, or investigative, grand juries typically operate when there's a suspicion of organized crime or political corruption. States may authorize separate grand juries to hear such cases, apart from the grand jury that hears cases brought by prosecutors; or the same grand jury may have both powers.
In reality, it is often difficult for grand jurors to function completely independently when it comes to initiating and conducting an investigation. Independent investigation may be more likely if the state requires and/or permits the jurors to report to the grand jury for further investigation any knowledge of criminal activity that they are personally know of.