For a state $ρ_{A_1^n B}$, we call a sequence of states $(σ_{A_1^k B}^{(k)})_{k=1}^n$ an approximation chain if for every $1 \leq k \leq n$, $ρ_{A_1^k B} \approx_εσ_{A_1^k B}^{(k)}$. In general, it is not possible to lower bound the smooth min-entropy of such a $ρ_{A_1^n B}$, in terms of the entropies of $σ_{A_1^k B}^{(k)}$ without incurring very large penalty factors. In this paper, we study such approximation chains under additional assumptions. We begin by proving a simple entropic triangle inequality, which allows us to bound the smooth min-entropy of a state in terms of the Rényi entropy of an arbitrary auxiliary state while taking into account the smooth max-relative entropy between the two. Using this triangle inequality, we create lower bounds for the smooth min-entropy of a state in terms of the entropies of its approximation chain in various scenarios. In particular, utilising this approach, we prove approximate versions of the asymptotic equipartition property and entropy accumulation. In our companion paper, we show that the techniques developed in this paper can be used to prove the security of quantum key distribution in the presence of source correlations.