Sokhotski–Plemelj theorem

As distributions on the real line,The Sokhotski--Plemelj formula relates the two boundary values of a Cauchy transform across its contour and fixes the spectral delta functions generated by retarded and advanced prescriptions.

On a positively oriented smooth simple closed contour, set $\mathcal{C}f=(\pi i{)}^{-1}\mathrm{PV}{\int }_{\Gamma }f(t)/(t-z)dt$. The Sokhotski–Plemelj theorem gives the sum and difference of the two Cauchy boundary values. Changing the sign of the exterior branch converts the equation $\mathcal{C}f=g$ into a normalized additive Riemann-Hilbert problem with jump $g$. Applying the boundary formula again yields $f=\mathcal{C}g$, proving the involution on a suitable smooth or Hölder function class.

For $0<\alpha <1$ and $-1<x<1$, the endpoint powers are integrable and the interior pole is taken as a Cauchy principal value. The analytic function $w(z)=(z-1{)}^{\alpha -1}/(z+1{)}^{\alpha }$, positive for $z>1$ and decaying like $1/z$, has boundary values $-e^{\pm i\pi \alpha }(1-t{)}^{\alpha -1}/(1+t{)}^{\alpha }$. Its jump gives a Cauchy reconstruction, while the mean of its boundary values and the Sokhotski–Plemelj formula give the displayed identity. At $\alpha =1/2$ the principal value is zero.

Suppose $w$ is holomorphic off $[0,1]$, tends to zero at infinity, has sufficiently regular boundary values in the interval interior, and has endpoint growth $O(|z-a{|}^{-\alpha })$ for some $\alpha <1$ at each endpoint $a$. If its jump is integrable, the displayed reconstruction follows by deforming a Cauchy integral formula contour onto the two sides of the interval. An endpoint circle of radius $\epsilon$ contributes $O({\epsilon }^{1-\alpha })$, which vanishes. The two oppositely oriented banks leave precisely the jump. Without decay at infinity, an entire remainder can survive; a nonzero constant is the simplest example.

With $Hv(\rho )={\pi }^{-1}\mathrm{PV}\int v(s)/(\rho -s)ds$, the upper and lower limiting Cauchy integrals are $P^{\pm }v=\pm v/2+iHv/2$. They obey $P^{+}-P^{-}=I$. The actual complementary idempotent projections are $P^{+}$ and $-P^{-}$; confusing this signed convention with two positive projectors changes reconstruction signs. These boundary operators naturally enter the spectral reconstruction of an attenuated Radon transform.