[proofplan]
The proof proceeds in three stages.
First, the [Plemelj Formulae](/theorems/556) convert the singular integral equation into a sum-type boundary condition $C^+(x) + C^-(x) = -ig(x)$ for the Cauchy transform $C$ of $f$.
Second, an auxiliary function $\varphi(z) = \sqrt{z^2 - 1}$ with anti-symmetric boundary values $\varphi^+ = -\varphi^-$ converts the sum-type condition into a jump-type problem for the product $w = \varphi C$.
Third, the [Solution Of The Jump Problem](/theorems/557) produces $w$ explicitly, and the Plemelj jump formula recovers $f$ with an arbitrary constant from the kernel of the Hilbert transform on $[-1,1]$.
[/proofplan]
[step:Reduce the integral equation to a sum-type boundary condition via the Plemelj formulae]
The integral equation $\frac{1}{\pi}\operatorname{p.v.}\!\!\int_{-1}^{1}\frac{f(t)}{t-x}\,dt = g(x)$ reads $2iH(x) = g(x)$ in the notation of the Cauchy--Hilbert transform framework, where $H$ is the Hilbert transform of $f$ on $[-1,1]$.
The sum formula from the [Plemelj Formulae](/theorems/556) gives $C^+(x) + C^-(x) = 2H(x)$, where $C(z) = \frac{1}{2\pi i}\int_{-1}^{1}\frac{f(t)}{t-z}\,dt$.
Substituting $H(x) = -ig(x)/2$:
\begin{align*}
C^+(x) + C^-(x) = -ig(x), \qquad -1 < x < 1.
\end{align*}
[/step]
[step:Introduce the auxiliary function $\varphi(z) = \sqrt{z^2 - 1}$ and convert to a jump problem]
Define $\varphi(z) = \sqrt{z^2 - 1}$ with the branch cut along $[-1,1]$, chosen so that $\varphi(z) \sim +z$ as $z \to \infty$.
To compute the boundary values, introduce local polar coordinates: $r_1 = |z - 1|$, $\theta_1 = \arg(z - 1)$, $r_2 = |z + 1|$, $\theta_2 = \arg(z + 1)$ with $-\pi \leq \theta_j \leq \pi$.
Then $\varphi(z) = (r_1 r_2)^{1/2} e^{i(\theta_1 + \theta_2)/2}$.
On the upper side of the cut ($-1 < x < 1$, approaching from above): $\theta_1 = \pi$, $\theta_2 = 0$, giving:
\begin{align*}
\varphi^+(x) = \sqrt{(1-x)(1+x)} \cdot e^{i\pi/2} = i\sqrt{1-x^2}.
\end{align*}
On the lower side: $\theta_1 = -\pi$, $\theta_2 = 0$, giving $\varphi^-(x) = -i\sqrt{1-x^2}$.
Therefore $\varphi^+(x) = -\varphi^-(x)$.
Define $w(z) := \varphi(z) C(z)$.
The boundary values of $w$ satisfy:
\begin{align*}
w^+(x) - w^-(x) &= \varphi^+(x) C^+(x) - \varphi^-(x) C^-(x) \\
&= \varphi^+(x) C^+(x) + \varphi^+(x) C^-(x) \\
&= \varphi^+(x)(C^+(x) + C^-(x)) \\
&= i\sqrt{1-x^2} \cdot (-ig(x)) = \sqrt{1-x^2}\,g(x),
\end{align*}
where the second line uses $\varphi^-(x) = -\varphi^+(x)$.
[/step]
[step:Solve the jump problem for $w$ and recover the inversion formula for $f$]
By the [Solution Of The Jump Problem](/theorems/557) (and its generalisation allowing $O(|z|^n)$ growth), the function $w$ satisfying $w^+(x) - w^-(x) = \sqrt{1-x^2}\,g(x)$ and $w(z) = O(1)$ as $z \to \infty$ is:
\begin{align*}
w(z) = \frac{1}{2\pi i}\int_{-1}^{1}\frac{\sqrt{1-t^2}\,g(t)}{t-z}\,dt + A_1,
\end{align*}
where $A_1 \in \mathbb{C}$ is a constant.
The growth constraint $w(z) = O(1)$ follows from $\varphi(z) = O(z)$ and $C(z) = O(1/z)$ (the latter by the [Analyticity Of The Cauchy Transform](/theorems/555)).
The Cauchy-type integral is $O(1/z)$, so only a constant polynomial is permitted.
To recover $f(x)$, use the jump formula $f(x) = C^+(x) - C^-(x)$ from the [Plemelj Formulae](/theorems/556).
Since $w^\pm(x) = \varphi^\pm(x) C^\pm(x) = \pm i\sqrt{1-x^2}\,C^\pm(x)$, we have $C^\pm(x) = w^\pm(x)/(\pm i\sqrt{1-x^2})$, and:
\begin{align*}
f(x) = C^+(x) - C^-(x) = \frac{w^+(x)}{i\sqrt{1-x^2}} + \frac{w^-(x)}{i\sqrt{1-x^2}} = \frac{1}{i\sqrt{1-x^2}}(w^+(x) + w^-(x)).
\end{align*}
The sum formula from the [Plemelj Formulae](/theorems/556) applied to $w$ gives $w^+(x) + w^-(x) = 2H_w(x)$, where $H_w$ is the Hilbert transform of the jump data $\sqrt{1-t^2}\,g(t)$.
The constant $A_1$ contributes equally to $w^+$ and $w^-$ (it has no jump), adding $2A_1/(i\sqrt{1-x^2})$ to $f(x)$.
Writing $A = 2A_1/i$ and computing:
\begin{align*}
f(x) &= \frac{1}{i\sqrt{1-x^2}} \cdot \frac{1}{\pi i}\operatorname{p.v.}\!\!\int_{-1}^{1}\frac{\sqrt{1-t^2}\,g(t)}{t-x}\,dt + \frac{A}{\sqrt{1-x^2}} \\
&= \frac{-1}{\pi\sqrt{1-x^2}}\operatorname{p.v.}\!\!\int_{-1}^{1}\frac{\sqrt{1-t^2}\,g(t)}{t-x}\,dt + \frac{A}{\sqrt{1-x^2}}.
\end{align*}
The constant $A$ is arbitrary because $A/\sqrt{1-x^2}$ lies in the kernel of the Hilbert transform on $[-1,1]$: one can verify directly that $\operatorname{p.v.}\!\!\int_{-1}^{1}\frac{1}{(t-x)\sqrt{1-t^2}}\,dt = 0$ for $-1 < x < 1$.
[guided]
Why does the constant term $A_1$ produce the homogeneous solution $A/\sqrt{1-x^2}$?
The constant $A_1$ adds to $w(z)$ without affecting the jump $w^+ - w^-$ (a constant has zero jump).
But it does affect $f$: the recovery formula involves $w^+ + w^-$, and the constant contributes $2A_1$ to this sum.
Dividing by $i\sqrt{1-x^2}$ and writing $A = 2A_1/i$ gives the homogeneous term.
Why is $A/\sqrt{1-x^2}$ in the kernel of the Hilbert transform?
The principal value integral $\operatorname{p.v.}\!\!\int_{-1}^{1}\frac{dt}{(t-x)\sqrt{1-t^2}}$ can be evaluated by contour integration or by the substitution $t = \cos\theta$, which transforms it to $\operatorname{p.v.}\!\!\int_0^\pi \frac{-\sin\theta\,d\theta}{(\cos\theta - x)\sin\theta} = -\int_0^\pi \frac{d\theta}{\cos\theta - x}$.
This integral equals zero by the residue calculus (the integrand, viewed as a function of $e^{i\theta}$, has a pole inside the unit circle whose residue contributes exactly $\pi$ to the integral from $0$ to $\pi$ and $-\pi$ from $\pi$ to $2\pi$, but the integral from $0$ to $\pi$ alone vanishes by the symmetry of the Chebyshev weight).
[/guided]
[/step]