For , the displayed expression solves , where and is the finite Hilbert transform with denominator . To derive it, put at infinity, take to be the Cauchy transform of , and set . The Sokhotski–Plemelj formula gives and the displayed jump . The endpoint behavior is at most inverse square root, and at infinity. Cauchy reconstruction from a jump across a finite interval then gives and hence . Adding any constant multiple of gives another solution in the integrable endpoint class.
Multiplying an auxiliary sign-changing factor by a growing analytic factor can invalidate this reconstruction. For example, using instead of with produces the constant function and zero jump. The boundary sum alone is not enough: the entire remainder in reconstructing from its jump must also be controlled.
Orient the contour and call its left-hand side the plus side. At a smooth interior point , take a local arclength parameter with . The Cauchy principal value means the symmetric deletion limit
The two local pieces are deleted with the same arclength cutoff. For a sufficiently smooth regular contour, an equal-radius deletion about gives the same limit. The point is assumed to be away from endpoints and self-intersections.
To derive the Sokhotski–Plemelj formula, split the contour into a short smooth arc through and its complement. The complementary integral has the same limit from both sides. On the short arc subtract from the numerator. Because is holomorphic nearby, extends continuously as approaches ; this part also has the same limit from either side. The remaining local term is . Straightening the oriented tangent shows its extra contribution is from the left and from the right: on a real segment this is the direct limit of . Dividing by yields
In particular the jump is , while the sum is the principal-value integral divided by . Smooth densities on a real interval satisfy the same formulas at every interior point, by the identical subtraction step with a Hölder-continuous remainder.
Now put . On the interval, the sign reversal of the auxiliary boundary values gives
Thus the required Cauchy transform density is
Whenever this density is integrable at the endpoints, taking constructs a function with the required jump. Multiplication back gives . The jump of the constructed is
To conclude that this jump solves the final singular equation, one must additionally justify . This reconstruction requires endpoint and infinity conditions; the sign reversal of alone does not ensure it. Here is a complete valid normalization. Let
The branch is holomorphic off , with and . If extends smoothly to , the density vanishes like a square root at each endpoint. Its Cauchy transform is bounded at the endpoints and is at infinity. Therefore is at most inverse-square-root singular at each endpoint and is at infinity. Its jump is integrable.
For Cauchy reconstruction from a jump across a finite interval, apply the Cauchy integral formula to on a large slit contour, and shrink its banks to . The large circle contributes zero in the limit; each small endpoint circle contributes and also vanishes. The two banks give the jump , proving . The sum part of the Sokhotski–Plemelj formula now gives
This proves the intended finite Hilbert transform inversion with admissible endpoint behavior. Adding a multiple of to gives a homogeneous solution; equivalently one can add a constant multiple of to , whose boundary sum is zero.
The omitted normalization is a real limitation of the printed claim. To see it explicitly, choose instead and . This auxiliary function satisfies all the stated holomorphicity, nonvanishing and sign-reversal requirements. But
The displayed integral identity follows from and its continuation from real . Hence the proposed jump formula gives , which does not solve the equation with . The failure is the nonzero constant at infinity: . Thus the final implication is valid with suitable endpoint and decay conditions, but is false for an unrestricted auxiliary function as printed. The valid reciprocal-square-root normalization above supplies an actual solution for smooth up to the two endpoints.