In large natural objects, thermal convection is associated with large pressure differences, mainly due to hydrostatic balance. This is true in the atmosphere of the Earth (and other planets), in gas giant planets, in stars, but also in the interior of telluric planets. Boussinesq approximation is not valid owing to large compressibility effects, and other approximate models can be used to model these objects, like the anelastic approximation. However, very few experiments have been performed to assess these models. In the present PhD thesis, an experiment is shown, with parameters designed to maximize compressibility effects in a laboratory. In this perspective, an enhanced apparent gravity is obtained using a centrifuge, and Xenon gas is u...