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Iosif Pinelis
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It is easy to see that $|p\ln p-q\ln q|\le|p-q|$ if $0\le p,q\le1$. It follows that the difference between the entropies does not exceed $2|P-Q|\le2\epsilon$. (This bound does not depend on $N$.)

Iosif Pinelis
  • 127.9k
  • 8
  • 107
  • 229