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Our study provides a detailed description of the thermal mixing process in an anisothermal mixing layer. Velocity and temperature are simultaneously measured at the same point by using a new hot wire anemometer. This anemometer implements the multiple overheat principle, associated with a non linear Levenberg-Marquardt signal processing. These simultaneous measurements allowed an analysis based on conditional Probability Density Functions (PDFs), joint PDFs and a quadrant analysis. Variable temperature hot wire anemometry clearly proved its ability to give access, in particular, to a precise description of the contributions of saddle point ejections to the thermal turbulent mixing process.