Put and . A relative-entropy form of the Poisson approximation bound for dependent Bernoulli variables is
The last two terms form the total correlation; they vanish when the Bernoulli variables are independent.
Here and use natural logarithms.
To prove the bound, let be the Poisson distribution with mean and let . Expanding the Kullback-Leibler divergence against this product law gives
The supplied one-dimensional estimate bounds the first sum by . Under the addition map, becomes , while the sum of independent Poisson random variables under has the Poisson distribution with mean . The data processing inequality for relative entropy proves the displayed result.
If a bound directly in the paper's unhalved total-variation norm is desired, Pinsker's inequality also gives
For Bernoulli random variables , which need not be independent, put , , and . Then
The dependence penalty is the total correlation. The proof compares the joint Bernoulli law with the product of Poisson laws of means , then applies the data processing inequality for relative entropy to addition.