Upper bounds on Poisson tail probabilities

DOI10.1016/0167-6377(87)90003-4MaRDI QIDQ1821420zbMATH OpenOpenAlexFDO

Authors Peter W. Glynn

Publication date 1987

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(87)90003-4

zbMATH Keywords

tails of Poisson distributionsupper bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Review text

Simple and computable upper bounds are developed on the tails of Poisson distributions. The bounds involve the Gaussian distribution.

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• Tail bounds for weighted sums of independent Poisson random variables
• New uniformization methods with steady-state detection
• The spectral edge of constant degree Erdős-Rényi graphs
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