  In this article we present simple approaches to the calculation of P(i) (the
probability distribution of current fluctuations) in a tunnel junction, and to
the effect of the environment on noise measurements in terms of the
modification of P. We do not provide rigorous calculations, but simple
considerations that bear the essential ingredients of the phenomena. We also
discuss the effect of a finite measurement bandwidth. We report experimental
results of the first measurement of the third moment of voltage fluctuations in
tunnel junctions, from room temperature down to 50mK. Then we discuss
extensions of that measurements to finite frequencies and to the study of other
systems. We show the first data of the third moment in the regime where the
frequency is larger than the temperature. Finally we discuss a new quantity,
the "noise thermal impedance", which links the second and third moment.
