Third harmonic generation may be described as a process in which the frequency of a light source is tripled when it passes through a non-linear medium. Third harmonic generation is a non-linear process of the third order, which generates a photon having triple the frequency of the incident light source, and one-third the wavelength.

In principle, this can be achieved with a χ⁽³⁾ nonlinearity for direct third-harmonic generation, but this is difficult due to the small χ⁽³⁾ nonlinearity of optical media and phase-matching constraints (except for tripling in gases). Therefore, frequency tripling is usually realized as a cascaded process, beginning with frequency doubling of the input beam and subsequent sum frequency generation of both waves, with both processes being based on nonlinear crystal materials with a χ⁽²⁾ nonlinearity.


Figure 1: A typical configuration for frequency tripling: an infrared input beam at 1064 nm generates a green 532-nm wave, and these two mix in a second crystal to obtain 355-nm light.

Potassium dihydrogen phosphate (popularly known as KDP) is used in optical frequency multipliers for tripling the frequency. 
 
The main application of frequency tripling is the generation of ultraviolet light. Most common is the generation of 355-nm light by frequency tripling of a laser beam with 1064 nm, as obtained from a Nd:YAG or Nd:YVO4 laser. A common approach is to use two LBO (lithium triborate) crystals, or an LBO and an BBO crystal, the first being phase-matched for second-harmonic generation and the second for sum frequency generation. It is easy to make this process efficient when using pulses from a Q-switched or mode-locked laser, but also possible in continuous-wave operation e.g. with intracavity frequency doubling and resonant sum frequency generation.
 
It is also possible to generate blue light by frequency tripling the output of a 1.3-μm neodymium laser.

Reference: 
www.rp-photonics.com
www.azooptics.com