Upper Bounds for Poisson Tail Probabilities
P. W. Glynn
Operations Research Letters, Vol. 6, 9-14 (1987)
Upper bounds on the left and right tails of the Poisson distribution are given. These bounds can be easily computed in a numerically stable way, even when the Poisson parameter is large. Such bounds can be applied to variate generation schemes and to numerical algorithms for computing terminal rewards of uniformizable conthmous-time Markov chains.