NoticeThis is not really a complete solution, it contains possibly challenging exercises to the reader, but I have some hope that one could make a full proof out of this. I'll also only address the lower bound.
The function $g(t), 0\le t\le 2\pi$, isdefines a closed curve in the plane. It is parametrized with respect to arc length, and its curvature is given by $|f'(t)|$$f'(t)$. By assumption, $a\le |f'|\le b$$a\le f'\le b$ (so the curve is also convex).
For conveniencethe lower bound, let's discusswe are interested in how small $|g(x)-g(0)|$ can become under these restrictions: curvature $\ge a$, the casepiece in question has length $x=0$$x$, and the total length equals $2\pi$. I claim
It seems intuitively plausible that the inequality may be viewed asminimum is achieved for an American football type curve that we obtain by gluing together two circular arcs of radius $R=1/a$ and length $\pi$ each. (I don't know how to prove it formally though.) This curve is not smooth at the conditiongluing points, but of course we can approximate by smooth curves, so this is not an issue.
The minimal distance $|g(x)-g(0)|$ is achieved by considering distances parallel to the small axis of symmetry of our football. Notice also that if we willbrought these two points $g(0),g(x)$ closer together still by moving (parts of) our circular arcs around, then it would not be ablepossible to returnclose the curve with another arc of length $g(0)$$2\pi -x$ and at the same time keep the curvature $\ge a$ throughout. (We of course can't prove the claim without making use of this non-local feature of the problem.)
If all this is swallowed, giventhen the restrictionsrest follows by direct computation. By elementary geometry, $$ G(x):=|g(x)-g(0)| = 2R \left( \cos\frac{\pi -x}{2R} - \cos \frac{\pi}{2R} \right) . $$ We want to show that this is $\ge$ $$ H(x):=a|e^{ix}-1| = \frac{2}{R}\, \sin (x/2) . $$ For $x=\pi$, this boils down to showing that $$ 2R^2 \sin^2 \frac{\pi}{4R} \ge 1 , $$ or, equivalently, $\sin\delta\ge (\sqrt{8}/\pi)\delta$ for $0<\delta\le \pi/4$, which (just about) works. The upper bound on $\delta$ came from the curvaturefact that $R=1/a\ge 1$.
I have shown that $H(\pi)\ge G(\pi)$, and to obtain that $H(x)\ge G(x)$ also for general $0<x<\pi$, I can compare the derivatives: it's not hard to check that $H'\le G'$ in this range for arbitrary $R\ge 1$.