Locality appears to be an omnipresent feature of physics, including within turbulent fluid dynamics.
In 1941 Kolmogorov postulated that the turbulent energy cascade is driven by scale-local interactions, where the eddies at a given scale solely interact with eddies of nearby scales. Hence they transfer kinetic energy in a waterfall-like "cascade" from the large integral scale all the way down to the dissipative ones, wherein the energy is converted into heat.
As far as I understand, much numerical investigation has been done on this, and this scale-local nature of interactions has largely been confirmed to be true. See e.g. (DOI) 10.1103/PhysRevFluids.3.084601 or 10.1063/1.3266883 (arXiv).
However, I cannot find much on the scale-locality of correlations. It seems that the only correlations that are measured in turbulence research is the correlations between eddies in real-space, i.e. in terms of their physical seperation distance. Why has nobody investigated the correlations across scale? Does the scale-locality of interactions imply that also the correlations between eddies are scale-local?