  Optical microscopy and multi-particle tracking are used to investigate the
cross-correlated diffusion of quasi two-dimensional (2D) colloidal particles
near an oil-water interface. It is shown that the effect of the interface on
correlated diffusion is asymmetric. Along the line joining the centers of
particles, the amplitude of correlated diffusion coefficient ${D}_{\|}(r)$ is
enhanced by the interface, while the decay rate of ${D}_{\|}(r)$ is hardly
affected. At the direction perpendicular to the line, the decay rate of
${D}_{\bot}(r)$ is enhanced at short inter-particle separation $r$. This
enhancing effect fades at the long $r$. In addition, both $D_{\|}(r)$ and
$D_{\bot}(r)$ are independent of the colloidal area fraction $n$ at long $r$,
which indicates that the hydrodynamic interactions (HIs) among the particles
are dominated by that through the surrounding fluid at this region. However, at
short $r$, $D_{\bot}(r)$ is dependent on $n$, which suggests the HIs are more
contributed from the 2D particle monolayer self.
