 Solution

A branch point is a point around which analytic continuation changes the value of a multivalued function. For $z^{1/2}=r^{1/2}{e}^{i\theta /2}$, one circuit around zero changes the sign. A branch cut removes paths producing this ambiguity; for example $-\pi <\arg z<\pi$ gives a single holomorphic square root off the nonpositive real axis. The position of a cut is a convention, while the branch point is intrinsic.

Set $q(z)=(z-1)/(z+1)$. For $z$ outside the closed segment joining $-1$ to $1$, $q(z)$ avoids the nonpositive real axis. Therefore the principal square root of $q$ defines a holomorphic function there, with the normalization $f(\infty )=1$. The endpoints are branch points. Expanding at infinity,For a positively oriented contour surrounding the cut, its integral equals the integral on a sufficiently large positively oriented circle, since the intervening annulus is holomorphic. ThusOn the upper and lower banks, $f_{+}(x)=+i\sqrt{(1-x)/(1+x)}$ and $f_{-}(x)=-i\sqrt{(1-x)/(1+x)}$. The upper bank is traversed from $1$ to $-1$, and the lower bank from $-1$ to $1$. Their sum is $-2i$ times the required real integral. Small endpoint arcs vanish because their singularities have exponent less than one. ConsequentlyFor $\alpha =1/n$, use $f_{\alpha }=q^{\alpha }$ with the same normalization. Its expansion is $1-2\alpha /z+O(z^{-2})$, and its bank values are $e^{\pm i\pi \alpha }[(1-x)/(1+x){]}^{\alpha }$. Equating the contour integral $-4\pi i\alpha$ with $-2i\sin (\pi \alpha )$ times the real integral givesThe condition $n\ge 2$ ensures endpoint integrability. Choosing the other square-root branch reverses $I_{\Gamma }$, but also reverses both bank values, leaving the real integral unchanged.