Thank you David. I'm sorry for my late reply : I only noticed that I sent my mail to a mailing list after seeing the notification telling me a moderator had to approve my post.
After a few research, I found out that kactivitymanagerd is (hopefully) correctly started with my session. $ ps aux | grep activityman thomas 6031 0.0 0.1 553320 36956 ? Sl 10:56 0:01 /usr/ lib/x86_64-linux-gnu/libexec/kactivitymanager However, I found where to configure history in the System Settings application and discovered that the "Remember opened documents" radio-button in the "Privacy" tab was set to "do not remember". I have certainly been mislead by the word "documents". Sorry for the bother. Thanks. Thomas.