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We present a formal connection between Lagrangian and Eulerian velocity increment distributions which is applicable to a wide range of turbulent systems ranging from turbulence in incompressible fluids to magnetohydrodynamic turbulence. For the case of the inverse cascade regime of two-dimensional turbulence we numerically estimate the transition probabilities involved in this connection. In this context we are able to directly identify the processes leading to strongly non-Gaussian statistics for the Lagrangian velocity increments.

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