I am still not quite clear about this problem. To prove this problem is true for all N values, I think we should discuss different relationship between break point k, N and 2N. I can prove that when N < 2N < k or k is infinite, the inequality holds. Also when N < k < 2N, the in equality also holds. When k < N < 2N, do you mean mH(2N) = 2mH(N)? However I did not figure it out.
