  The probability density function (PDF) of velocity fluctuations is studied
experimentally for grid turbulence in a systematical manner. At small distances
from the grid, where the turbulence is still developing, the PDF is
sub-Gaussian. At intermediate distances, where the turbulence is fully
developed, the PDF is Gaussian. At large distances, where the turbulence has
decayed, the PDF is hyper-Gaussian. The Fourier transforms of the velocity
fluctuations always have Gaussian PDFs. At intermediate distances from the
grid, the Fourier transforms are statistically independent of each other. This
is the necessary and sufficient condition for Gaussianity of the velocity
fluctuations. At small and large distances, the Fourier transforms are
dependent.
