Based on the local multi-scale eddy structures in turbulent flows, we elucidate the essential difference between the real turbulent field with a finite Reynolds number and the Kolmogorov fully developed random field. The motion of fluid particles in the real turbulent field is not fully random. There exist multi-scale structures due to the effect of viscosity. Actually the movements of fluid particles in the turbulent field are restricted by such eddy structures. Furthermore, concept of the locally averaged velocity structure function is put forward to describe the relative strain distortion of two adjacent turbulent eddy structures at a certain scale. The time sequence of the longitudinal velocity component at different vertical locations in turbulent boundary layer has been elaborately measured by the constant temperature anemometry of model IFA-300 in a wind tunnel. The experiment proves that the locally averaged velocity structure function is in agreement with the wavelet-coefficient structure function.