The Bonnet theorem for statistical manifolds

We prove the Bonnet theorem for statistical manifolds, which states that if a statistical manifold admits tensors satisfying the Gauss--Codazzi--Ricci equations, then it is locally embeddable to a flat statistical manifold (or a Hessian manifold). The proof is based on the notion of statistical embedding to the product of a vector space and its dual space introduced by Lauritzen. As another application of Lauritzen's embedding, we show that a statistical manifold admitting an affine embedding of codimension 1 or 2 is locally embeddable to a flat statistical manifold of the same codimension.