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We investigate the geometry of the space of immersed closed curves equipped with reparametrization-invariant Riemannian metrics; the metrics we consider are Sobolev metrics of possible fractional-order$$q\in [0,\infty )$$$q\in [0,\infty )$. We establish the critical Sobolev index on the metric for several key geometric properties. Our first main result shows that the Riemannian metric induces a metric space structure if and only if$$q>1/2$$$q>1/2$. Our second main result shows that the metric is geodesically complete (i.e., the geodesic equation is globally well posed) if$$q>3/2$$$q>3/2$, whereas if$$q<3/2$$$q<3/2$then finite-time blowup may occur. The geodesic completeness for$$q>3/2$$$q>3/2$is obtained by proving metric completeness of the space of$$H^q$$$H^q$-immersed curves with the distance induced by the Riemannian metric.

We introduce a family of Finsler metrics, called the$$L^p$$$L^p$-Fisher–Rao metrics$$F_p$$$F_p$, for$$p\in (1,\infty )$$$p\in (1,\infty )$, which generalizes the classical Fisher–Rao metric$$F_2$$$F_2$, both on the space of densities$${\text {Dens}}_+(M)$$${\text{Dens}}_{+}\left(M\right)$and probability densities$${\text {Prob}}(M)$$$\text{Prob}\left(M\right)$. We then study their relations to the Amari–C̆encov$$\alpha $$$\alpha$-connections$$\nabla ^{(\alpha )}$$${\nabla }^{\left(\alpha \right)}$from information geometry: on$${\text {Dens}}_+(M)$$${\text{Dens}}_{+}\left(M\right)$, the geodesic equations of$$F_p$$$F_p$and$$\nabla ^{(\alpha )}$$${\nabla }^{\left(\alpha \right)}$coincide, for$$p = 2/(1-\alpha )$$$p=2/(1-\alpha )$. Both are pullbacks of canonical constructions on$$L^p(M)$$$L^p\left(M\right)$, in which geodesics are simply straight lines. In particular, this gives a new variational interpretation of$$\alpha $$$\alpha$-geodesics as being energy minimizing curves. On$${\text {Prob}}(M)$$$\text{Prob}\left(M\right)$, the$$F_p$$$F_p$and$$\nabla ^{(\alpha )}$$${\nabla }^{\left(\alpha \right)}$geodesics can still be thought as pullbacks of natural operations on the unit sphere in$$L^p(M)$$$L^p\left(M\right)$, but in this case they no longer coincide unless$$p=2$$$p=2$. Using this transformation, we solve the geodesic equation of the$$\alpha $$$\alpha$-connection by showing that the geodesic are pullbacks of projections of straight lines onto the unit sphere, and they always cease to exists after finite time when they leave the positive part of the sphere. This unveils the geometric structure of solutions to the generalized Proudman–Johnson equations, and generalizes them to higher dimensions. In addition, we calculate the associate tensors of$$F_p$$$F_p$, and study their relation to$$\nabla ^{(\alpha )}$$${\nabla }^{\left(\alpha \right)}$.