We study experimentally and theoretically mixing at the external boundary of a submerged turbulent jet. In the experimental study we use particle image velocimetry and an image processing technique based on the analysis of the intensity of the Mie scattering to determine the spatial distribution of tracer particles. An air jet is seeded with the incense smoke particles, which are characterized by a large Schmidt number and a small Stokes number. We determine the spatial distributions of the jet fluid characterized by a high concentration of the particles and of the ambient fluid characterized by a low concentration of the tracer particles. In the data analysis we use two approaches, whereby one approach is based on the measured phase function for the study of the mixed state of two fluids. The other approach is based on the analysis of the two-point second-order correlation function of the particle number density fluctuations generated by tangling of the gradient of the mean particle number density by the turbulent velocity field. This gradient is formed at the external boundary of a submerged turbulent jet. We demonstrate that probability density function of the phase function of a jet fluid penetrating into an external flow and the two-point second-order correlation function of the particle number density do not have universal scaling and cannot be described by a power-law function. The theoretical predictions made in this study are in qualitative agreement with the obtained experimental results.