A new proof of the Markov–Krein identity for distributions of means of Dirichlet processes
Natalia Tsilevich, Anatoly Vershik, and Marc Yor
We present a new simple proof of the Markov–Krein identity for distributions of means of Dirichlet processes. Our approach is based on a close relation of Dirichlet processes to gamma processes and basic properties of the gamma processes.