##
**Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis.**
*(English)*
Zbl 1232.60004

Selected Works in Probability and Statistics. Berlin: Springer (ISBN 978-1-4419-8338-1/hbk; 978-1-4419-8339-8/ebook). xxxv, 496 p. (2011).

Murray Rosenblatt was one of the leading figures in probability and statistics in the second half of the 20th century. Included in his many contributions are influential papers in the fields of mixing conditions and central limit theorems, nonparametric function estimates, spectral and regression analysis of time series, and Markov processes. A short summary of his work is given by T. C. Sun [“Murray Rosenblatt: His Contributions to Probability and Statistics”, J. Theor. Probab. 10, No. 2, 279–286 (1997; Zbl 0895.01013)].

This volume contains 34 of Rosenblatt’s most influential and fundamental papers dating from 1952 to 2008. The papers were carefully chosen in collaboration with six experts and with Rosenblatt himself. The above topics are well represented in this selection.

The volume also contains a biographical sketch of Murray Rosenblatt (preface), his professional timeline, and a list of his publications up to 2009. The reproduction of his original papers is accompanied by the commentaries and reflections of six leading experts on Rosenblatt’s work, giving insight into Rosenblatt as a person.

A word of caution to readers: in the bibliography, the list of articles indicated as found in this volume is not accurate.

This volume contains 34 of Rosenblatt’s most influential and fundamental papers dating from 1952 to 2008. The papers were carefully chosen in collaboration with six experts and with Rosenblatt himself. The above topics are well represented in this selection.

The volume also contains a biographical sketch of Murray Rosenblatt (preface), his professional timeline, and a list of his publications up to 2009. The reproduction of his original papers is accompanied by the commentaries and reflections of six leading experts on Rosenblatt’s work, giving insight into Rosenblatt as a person.

A word of caution to readers: in the bibliography, the list of articles indicated as found in this volume is not accurate.

Reviewer: Italo Simonelli (Westminster)

### MSC:

60-03 | History of probability theory |

01A75 | Collected or selected works; reprintings or translations of classics |

00B60 | Collections of reprinted articles |

01A60 | History of mathematics in the 20th century |

60B15 | Probability measures on groups or semigroups, Fourier transforms, factorization |

60Fxx | Limit theorems in probability theory |

60G10 | Stationary stochastic processes |

60Jxx | Markov processes |

62G05 | Nonparametric estimation |

62M15 | Inference from stochastic processes and spectral analysis |