When the ball is thrown and it hits the ground it's dead. Or if the runner loses the ball after his knee is down the ball is dead. And in cases where flags are thrown the ball and the play is dead.
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If the pitcher hits the batter with a pitch. The player is allowed first base at no risk, and any displaced players are allowed to advance without any risk. However, the runners cannot advance more than one base.
A dead ball becomes in play when the pitcher, in possession of the ball, steps on the pitching rubber and is ready to pitch and the umpire declares "Play." See Rule 5.