The proposed universality of small scale turbulence is investigated for a set of measurements in a cryogenic free jet with a variation of the Reynolds number (Re) from 8500 to 10^6. The traditional analysis of the statistics of velocity increments by means of structure functions or probability density functions is replaced by a new method which is based on the theory of stochastic Markovian processes. It gives access to a more complete characterization by means of joint probabilities of finding velocity increments at several scales. Based on this more precise method our results call in question the concept of universality.