Based on direct numerical simulations with point-like inertial particles transported by homogeneous and isotropic turbulent flows, we present evidence for the existence of Markov property in Lagrangian turbulence. We show that the Markov property is valid for a finite step size larger than a Stokes number-dependent Einstein-Markov memory length. This enables the description of multi-scale statistics of Lagrangian particles by Fokker-Planck equations, which can be embedded in an interdisciplinary approach linking the statistical description of turbulence with fluctuation theorems of non-equilibrium stochastic thermodynamics and fluctuation theorems, and local flow structures.
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