Congruent families and invariant tensors

Abstract

Classical results of Chentsov and Campbell state that -- up to constant multiples -- the only $2$-tensor field of a statistical model which is invariant under congruent Markov morphisms is the Fisher metric and the only invariant $3$-tensor field is the Amari-Chentsov tensor. We generalize this result for arbitrary degree $n$, showing that any family of $n$-tensors which is invariant under congruent Markov morphisms is algebraically generated by the canonical tensor fields defined in an earlier paper.