Widgets on your home screen will run and some will cause the app to run in cached memory, but keeping a shortcut on your home screen will not start the app or keep it in memory.
One thing to remember is Android is designed to keep frequently used apps in cached memory for faster access and some apps are 'self starters' when you reboot, so you will often see apps running or cached that you didn't use or want to use. Unlike Windows, having apps running or cached does NOT affect performance. Android is designed to kill active apps not in use if memory is needed for a requested app.
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