Preluding used to be standard practice in classical piano performance. There even is a manuscript which gives an example of preluding by Franz Liszt to precede his B Minor Sonata - you can hear it recorded here: Two things to look into are Carl Czerny's Systematische Anleitung zum Fantasieren auf dem Pianoforte and The Art of Preluding. https://imslp.org/wiki/Systematische_Anle..._(Czerny,_Carl) https://imslp.org/wiki/The_Art_of_Preluding,_Op.300_(Czerny,_Carl) Here is Czerny's Systematische Anleitung zum Fantasieren auf dem Pianoforte in English as A Systematic Introduction to Improvisation on the Pianoforte at Scribd:https://www.scribd.com/doc/116973218/4463...erny-Op-200-pdfHere is Robert Levin's Improvising Mozart demonstration lecture: Getting back to Liszt, here is a Kenneth Hamilton lecture on the variants of Franz Liszt's music: The resources and literature connected with the subject of improvisation in classical piano performance are significant and go very deep.Anton Schindler wrote detailed narratives of Beethoven using diverse tempi when performing individual movements of the sonatas. The Siloti editions of Liszt's music as Liszt performed it are different than the urtext versions. There is much of interest in The Piano Master Classes of Franz Liszt, 1884-1886: Diary Notes of August Göllerich.Here is Stavenhagen's piano roll of Liszt's Hungarian Rhapsody No. 12 based on recollections of Liszt performing it: Here is a Carl Reinecke piano roll of Robert Schumann's Kreisleriana Op. 16 No. 6: And this is a piano roll of Carl Reinecke playing fragments of Mozart's Piano Concertos 23 and 26: I think one can reasonably conclude that the 18th and 19th centuries section of the classical piano repertoire no longer is being performed in the style through which it was conceived!