  We formulate the third harmonic generation (THG) within the dynamical mean
field theory (DMFT) approximation of the Hubbard model. In the limit of large
dimensions, where DMFT becomes exact, the vertex corrections to current
vertices are identically zero, and hence the calculation of the THG spectrum
reduces to a time-ordered convolution, followd by appropriate analytic
continuuation. We present the typical THG spectrum of the Hubbard model
obtained by this method. Within our DMFT calculation, we observe a nontrivial
approximate {\em scaling} function describing the THG spectra in all Mott
insulators, independent of the gap magnitude.
