Abstract
Gamma ray burst (GRB) time series is a non-stationary time series with all its statistical properties varying with time. Considering that each GRB is a different manifestation of the same stochastic process we studied the time dependent as well as time averaged probability density function (\emph{pdf}) characterizing the underlying stochastic process. The \emph{pdf}s are fitted with Gaussian distribution function and it has been argued that the Gaussian \emph{pdf}s possibly indicate the turbulence origin of GRB. The spectral and temporal evolution of GRBs are also studied through the evolution of spectral forms, color-color diagrams and hysteresis loops. The results do not contradict the turbulence interpretation of GRB.
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