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Let (M,g) be a Riemannian manifold equipped with a pair of dual connections (∇,∇*). Such a structure is known as a statistical manifold since it was defined in the context of information geometry. This paper aims at defining the complete lift of such a structure to the cotangent bundle T*M using the Riemannian extension of the Levi-Civita connection of M. In the first section, common tensors are associated with pairs of dual connections, emphasizing the cyclic symmetry property of the so-called skewness tensor. In a second section, the complete lift of this tensor is obtained, allowing the definition of dual connections on TT*M with respect to the Riemannian extension. This work was motivated by the general problem of finding the projective limit of a sequence of a finite-dimensional statistical manifold.

Lifting Dual Connections with the Riemann Extension