A Deformed Exponential Statistical Manifold

Consider μ a probability measure and P μ the set of μ -equivalent strictly positive probability densities. To endow P μ with a structure of a C ∞ -Banach manifold we use the φ -connection by an open arc, where φ is a deformed exponential function which assumes zero until a certain point and from then on is strictly increasing. This deformed exponential function has as particular cases the q-deformed exponential and κ -exponential functions. Moreover, we find the tangent space of P μ at a point p, and as a consequence the tangent bundle of P μ . We define a divergence using the q-exponential function and we prove that this divergence is related to the q-divergence already known from the literature. We also show that q-exponential and κ -exponential functions can be used to generalize of Rényi divergence.