Divergence functions play a central role in information geometry. Given a manifold M, a divergence function D is a smooth, nonnegative function on the product manifold M ×M that achieves its global minimum of zero (with semi-positive definite Hessian) at those points that form its diagonal submanifold ∆M ⊂ M ×M. In this Chapter, we review how such divergence functions induce i) a statistical st...