The present paper is intended to give a review on the state-of-the art in correlation and spectral density measurements by means of laser Doppler anemometry. As will be shown in detail the most important difference in performing this type of studies is the fact that laser anemometry relies on the presence of particles in the flow serving as flow velocity indicators. This means that, except in heavily seeded flows, the instantaneous velocity can only be sampled at random instants. This calls for new algorithms to calculate estimates of both correlation functions and power spectra.
Various possibilities to handle the problem of random sampling have been developed in the past. They will be explained from the theoretical point of view and the experimental aspects will be detailed as far as they are different from conventional applications of laser anemometry.
With the aid of some typical examples of applications it will be shown that correlation methods and spectral density measurements with LDA allow to obtain information on flow characteristics which cannot be achieved by any other measuring procedure available so far. This is particularly true for the detection of coherent structures in flows of low turbulence and for spectra of velocity fluctuations in high temperature flows.