Statistical structures on manifolds and their immersions
A. A. Rylov Financial University under the Government of the Russian Federation, Moscow
Abstract:
An important example of structures of information geometry is a statistical structure. This is a Riemannian metric
$g$ on a smooth manifold
$M$ with a completely symmetric tensor field
$K$ of type
$(2,1)$. On a manifold endowed with the statistical structure
$(g,K)$, a one-parameter family of
$\alpha$-connections
$\nabla^{\alpha}=D+\alpha\cdot K$ is defined invariantly, where
$D$ is the Levi-Civita connection of the metric
$g$ and
$\alpha$ is a parameter. In this paper, we characterize conjugate symmetric statistical structures and their particular case—structures of constant
$\alpha$-curvature. As an example, a description of a structure with
$\alpha$-connection of constant curvature on a two-dimensional statistical Pareto model is given. We prove that the two-dimensional logistic model has a
$2$-connection of constant negative curvature and the two-dimensional Weibull—Gnedenko model has a
$1$-connection of constant positive curvature. Both these models possess conjugate symmetric statistical structures. For the case of a manifold
$\widehat{M}$ with a torsion-free linear connection
$\widehat{\nabla}$ immersed in a Riemannian manifold with statistical structure
$(g,K)$, a criterion is obtained that a statistical structure with an appropriate
$\widehat{\alpha}$-connection
$\widehat{\nabla}$ is induced on the preimage.
Keywords:
Riemannian metric, statistical structure, $\alpha$-connection, conjugate symmetric statistical manifold, statistical model, second fundamental form, relatively affine mapping.
UDC:
514.764
MSC: 53B12,
53C42
DOI:
10.36535/0233-6723-2023-220-113-124