An n-dodecane spray flame was simulated using a dynamic structure large-eddy simulation (LES) model coupled with a detailed chemistry combustion model to understand the ignition processes and the quasi-steady state flame structures. This study focuses on the effect of different ambient oxygen concentrations, 13%, 15%, and 21%, at an ambient temperature of 900 K and an ambient density of 22.8 kg/m3, which are typical diesel-engine relevant conditions with different levels of exhaust gas recirculation (EGR). The liquid spray was treated with a traditional Lagrangian method. A 103-species skeletal mechanism was used for the n-dodecane chemical kinetic model. It is observed that the main ignitions occur in rich mixture, and the flames are thickened around 35–40 mm off the spray axis due to the enhanced turbulence induced by the strong recirculation upstream, just behind the head of the flames at different oxygen concentrations. At 1 ms after the start of injection (SOI), the soot production is dominated by the broader region of high temperature in rich mixture instead of the stronger oxidation of the high peak temperature. Multiple realizations were performed for the 15% O2 condition to understand the realization-to-realization variation and to establish best practices for ensemble-averaging diesel spray flames. Two indexes are defined. The structure-similarity index (SSI) analysis suggests that at least 5 realizations are needed to obtain 99% similarity for mixture fraction if the average of 16 realizations is used as the target at 0.8 ms. However, this scenario may be different for different scalars of interest. It is found that 6 realizations would be enough to reach 99% of similarity for temperature, while 8 and 14 realizations are required to achieve 99% similarity for soot and OH mass fraction, respectively. Similar findings are noticed at 1 ms. More realizations are needed for the magnitude-similarity index (MSI) for the similar level of similarity as the SSI.