  This paper studies various distributional properties of the Rosenblatt
distribution. We begin by describing a technique for computing the cumulants.
We then study the expansion of the Rosenblatt distribution in terms of shifted
chi-squared distributions. We derive the coefficients of this expansion and use
these to obtain the L\'{e}vy-Khintchine formula and derive asymptotic
properties of the L\'{e}vy measure. This allows us to compute the cumulants,
moments, coefficients in the chi-square expansion and the density and
cumulative distribution functions of the Rosenblatt distribution with a high
degree of precision. Tables are provided and software written to implement the
methods described here is freely available by request from the authors.
