what is the setheader in ajax code example

Example: ajax add header

$.ajax({
  type: "POST",
  beforeSend: function(request) {
    request.setRequestHeader("Authority", authorizationToken);
  },
  url: "entities",
  data: "json=" + escape(JSON.stringify(createRequestObject)),
  processData: false,
  success: function(msg) {
    $("#results").append("The result =" + StringifyPretty(msg));
  }
});