Particle picture for the Rosenblatt process

The Rosenblatt process was introduced by Taqqu (1975). It is self-similar with index H, 1/2< H<1, has stationary increments and is not Gaussian - it lives in the second Wiener chaos. We show how this process can be obtained by applying a limiting procedure to appropriately chosen functionals of a system of \alpha-stable Levy processes.