Optical microscopy and multi-particle tracking are used to investigate the cross-correlated diffusion of quasi two-dimensional colloidal particles near an oil-water interface. The behaviors of the correlated diffusion along longitudinal and transverse direction are asymmetric. It is shown that the characteristic length for longitudinal and transverse correlated diffusion are particle diameter and the distance from particle center to the interface, respectively, for large particle separation . The longitudinal and transverse correlated diffusion coefficient and are independent of the colloidal area fraction when , which indicates that the hydrodynamic interactions(HIs) among the particles are dominated by HIs through the surrounding fluid for small . For high area fraction , the power law exponent for the spatial decay of begins to decrease, which suggests the HIs are more contributed from the 2D particle monolayer self for large .
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