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Let $\mathcal{P}:=\mathcal{P}(\mathcal{X})$ be the $n$-dimensional manifold of all (strictly positive) probability vectors (distributions) on $\mathcal{X}=\{x_0,\dots,x_n\}$,

i.e., each $p=(p(x_0),\dots,p(x_n))\in \mathcal{P}$ is such that $p(x_i)>0$ for all $i$ and $\sum_{i}p(x_i)=1$ and can be thought of a point in $\mathbb{R}^{n+1}$. $\mathcal{P}$ is an $n$-dimensional manifold.

Let $\mathcal{P}=\{p_{\xi}\}$, where $\xi=(\xi_1,\dots,\xi_n)$ is the (global) coordinate system.

A Riemannian metric $G(\xi) = [g_{i,j}(\xi)]$ is defined on $\mathcal{P}$, where \begin{eqnarray} g_{i,j}(\xi) & = & \sum_x \frac{\partial}{\partial\xi_i} (p_{\xi}(x))~ \frac{\partial}{\partial\xi_j}(\log p_{\xi}(x)). \end{eqnarray} An affine connection $\nabla$ is defined on $\mathcal{P}$, given by the Christoffel symbols \begin{eqnarray} \Gamma_{ij}^k({\xi}) & = & \sum_x \frac{\partial}{\partial\xi_k}(p_{\xi}(x))~\frac{\partial}{\partial\xi_i}\left(\frac{\partial}{\partial\xi_j}\log p_{\xi}(x)\right). \end{eqnarray} Suppose that $\gamma_t$ is a geodesic on $\mathcal{P}$. Having the metric and the connection coefficients on hand, can I then claim from the geodesic equation $\nabla_{\dot\gamma_t}\dot\gamma_t=0$ that the following must be true? \begin{eqnarray} \sum_x \frac{\partial}{\partial\xi_k} (p_{\xi}(x))~\frac{d^2}{dt^2}\left(\log \gamma_t(x)\right) = 0 \end{eqnarray}

Update:

From this article of Amari in Ann. of Statistics, I came to know that the geodesic equation (for this connection) is given by $\ddot l_t+i_t=0$, where $l_t=\log\gamma_t$, and $i_t=\sum_x \dot\gamma_t(x)\dot l_t(x)=0$. But he hasn't given any explanation how he obtained this. See Appendix of the paper. $\alpha=1$ corresponds to my question. Once this geodesic equation is obtained, my claimed equation is obvious. If anyone can help me derive this geodesic equation, it would be great. Thank you.

Ashok
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