Title: Multiscale analysis of the interstellar medium Abstract: The interstellar medium (ISM) is continually transformed by several physical mechanisms that occur at multiple spatial scales: injection of energy by spiral arm shocks, explosion of supernovae, turbulence transferring energy from large to smaller scales, etc. We need sophisticated statistical tools to describe the complex density structures created by those mechanisms. The simultaneous spatial and spectral properties of wavelets make them an excellent tool for characterising local fluctuations and the interconnection between different components present in the medium. In this seminar, I will present my research on the interconnection between those ISM components, by using wavelet functions in multiple ways. I will show that, by using specific properties of complex wavelets, we can separate turbulent fluctuations in the thermal dust emission from structures associated with other physical processes, as those leading to the formation of molecular clouds. The local phase information provided by complex wavelets can also be used to estimate local variations in correlation analyses between ISM components such as the atomic gas, the molecular gas and dust grains. Finally, I will present a new formalism based on wavelets used to study turbulent fluctuations in the galactic magnetic field with polarised radio data.