Bernoulli independence from zero covariance ($\mathrm{Cov}(X,Y)=ad-bc$)

For two Bernoulli random variables with joint probabilities $a,b,c,d$ in the order $(0,0),(0,1),(1,0),(1,1)$, their covariance is $d-(c+d)(b+d)=ad-bc$. Zero covariance fixes the $(1,1)$ probability to the product of its marginals; subtracting this from each marginal fixes all three remaining joint probabilities to their products. Thus uncorrelated random variables taking only zero and one are independent, including degenerate marginals. The implication is special to this two-point setting and fails for general distributions.