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I am not a student of the Chinese language (at the moment). However, this little fact, which I learned in a geography class long ago, occasionally keeps me awake at night.

Chinese indeed has three different words for "river".  These are:

You will also see some rivers in Fukien Province (and on Taiwan) labeled as Qi (Ch'i) but this is definitely a linguistic difference.

There does not appear to be a rule for assigning one label to a particular river.  There are large, medium and small "Jiang"'s, "He"'s, and "Shui"'s all over China.  Now it appears that "He" is concentrated in Northern China, "Jiang" in Southern China, and "Shui" in Central China, but there are notable exceptions.  For instance:

I have an atlas but cannot find any resources that explain why there are three different words.  I can only speculate that they are the remnants of some long-forgotten cultural intermingling.

A final puzzlement:  I wonder which of the three words has been assigned to individual rivers outside China. It would be really interesting to know whether the Mississippi River is a "He", a "Jiang" or a "Shui".

Among the great ancient rivers in China, the southern ones are called jiang1 and he northern ones he2. We are speaking here of your Chinese Volga, Nile, and Mississippi. Jiang1 seems pretty clearly to be related to ancient non-Chinese words for "river" of the languages of what is now South China, and he2 may be the most "native" Chinese word.

But Chinese literate culture has been using these terms somewhat indiscriminately in the many thousands of years since jiang1 was "foreign", and that's why the geographic distribution seems so hazy.

Shui3 and xi1 (qi1) are also common words, but they refer to smaller rivers. And various dialects have sometimes adopted special terms for creeks and brooks - I've heard "port" (kang2 ) and "dike" (pi1 ) used for local bodies of flowing water in Taiwanese, and I'm sure there are others. Kang2 really refers to a deep ditch that leads out to a nearby body of salt water, so that sea fish can sometimes be caught in it. Pi1 seems to refer to a river with a high embankment.

The origin of this profusion lies in the fact that in Classical Chinese, the generic word for river was 'shui'.

'He' referred exclusively to the Yellow River ('Huanghe' in modern Mandarin) and 'Jiang' exclusively to the Yangtse (called 'Changjiang' these days). Our word Yangtse comes from the name 'Yangzi' applied to one section of the upper reaches of the river in Sichuan if I remember correctly. These original meanings doubtless explain the geographical spread of different modern usages noted in the write-ups above - the Yellow River (aka China's Sorrow because of its frequent flooding) is in the north, the Yangtse in the south.

In modern Mandarin 'Jiangnan' still refers to the part of the Celestial Empire indicated by the literal meaning in Classical Chinese - China south of the Yangtse.

In answer to Gorgonzola's question about which term is used in translation of foreign rivers, it seems he is your winner - a quick flick through my dictionary shows it used for the Nile, Tiber, Thames, Amazon, St. Lawrence and Volga. Didn't find any usage of jiang - though it was hardly an exhaustive search. It's true for the Mississippi too - all together now 'Mixixibihe'.

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