Fluctuation geometry was recently proposed as a counterpart approach of Riemannian geometry of inference theory (widely known as information geometry). This theory describes the geometric features of the statistical manifold M of random events that are described by a family of continuous distributions dp(x|θ). A main goal of this work is to clarify the statistical relevance of Levi-Civita curvature tensor R ijkl (x|θ) of the statistical manifold M. For this purpose, the notion of irreducible statistical correlations is introduced. Specifically, a distribution dp(x|θ) exhibits irreducible statistical correlations if every distribution dp(x|θ) obtained from dp(x|θ) by considering a coordinate changex = φ(x) cannot be factorized into independent distributions as dp(x|θ) = i dp (i) (x i |θ). It is shown that the curvature tensor R ijkl (x|θ) arises as a direct indicator about the existence of irreducible statistical correlations. Moreover, the curvature scalar R(x|θ) allows to introduce a criterium for the applicability of the gaussian approximation of a given distribution function. This type of asymptotic result is obtained in the framework of the second-order geometric expansion of the distributions family dp(x|θ), which appears as a counterpart development of the high-order asymptotic theory of statistical estimation.In physics, fluctuation geometry represents the mathematical apparatus of a Riemannian extension for Einstein's fluctuation theory of statistical mechanics. Some exact results of fluctuation geometry are now employed to derive the invariant fluctuation theorems. Moreover, the curvature scalar allows to express some asymptotic formulae that account for the system fluctuating behavior beyond the gaussian approximation, e.g.: it appears as a second-order correction of Legendre transformation between thermodynamic potentials, P (θ) = θ ix i −s(x|θ)+k 2 R(x|θ)/6.