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The main result of the paper is the following: Let \\(\\varphi\\) be a psh function on an open set \\(\\Omega\\subset\\mathbb C^n\\). Then for any \\(k\\in\\mathbb N\\smallsetminus\\{0\\}\\), there exists a psh function \\(\\varphi_k\\) defined on a neighborhood of \\(\\Omega\\times\\{0\\}\\subset\\mathbb C^n\\times\\mathbb C^k\\) with coordinates \\((z,w)\\) such that  1. \\(\\varphi_k(z,0)=\\varphi(z)\\),  2. \\(\\nu(\\varphi_k,(z,0))=\\nu(\\varphi,z)\\),  3. \\(\\frac{k}{\\nu(\\varphi,z)}\\leq c_{(z,0)}(\\varphi_k) \\leq \\frac{n+k}{\\nu(\\varphi,z)}\\) for any \\(z\\in\\Omega\\).  One can take for instance  4. \\(\\varphi_k(z,w) = \\displaystyle\\sup_{\\xi\\in B(z,|w|)}\\varphi(\\xi)\\).  As an application of the above relation between Lelong numbers and complex singularity exponents, the authors present a new proof of Siu's theorem concerning the analyticity of the set \\(\\{z:\\;\\nu(\\varphi,z)\\geq c\\}\\), 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