Given a classical-quantum(cq) state $\rho_{XE}$, where the $X$ register is classical, I want to prove the following:
$$ \begin{align} H_\infty(X|E) \ge H_\infty(X) - \log|E|,\tag{1} \end{align} $$ i.e., the conditional min-entropy of $X$, having access to the quantum register $E$ is at least the min-entropy of $X$ minus the log of dimension of the quantum register $E$.
The term $H_\infty(X|E)$ is defined as the following:
$$ H_\infty(X|E) := \underset{\sigma_E}{\sup} \max\{\lambda \in \mathbb{R} : 2^{-\lambda} \mathbb{I} \otimes \sigma_E - \rho_{XE} \ge 0\} $$
It is my understanding that, $X$ is a classical register and in this case the min-entropy is defined as:
$$H_\infty(X) = -\log \underset{x}\max p_x,$$ for the classical probability distribution $\{p_x\}_x$ of the random variable $X$. From this, we can easily see that,
$$ H_\infty(X) \le H(X) \le \log|X|. $$ I also know that, $$ H(X|E) \le H(X), $$ because conditioning can not increase entropy. Here is what I tried, $$ \begin{align*} H_\infty(X|E) &\le H(X|E) \\ &= H(XE) - H(E) \\ &= H(X) + \sum_x p_x H(\rho_x) - H(E) \\ &\ge H(X) + \sum_x p_x H(\rho_x) - \log |E|, \end{align*} $$ and you see the obvious problem with my reasoning. What is the correct approach to prove equation (1)? Thanks in advance.