Let $(M, g)$ be a complete Riemannian manifold.
Suppose $\gamma : \mathbb{R} \rightarrow M$ is a geodesic such that the instant $0$ is conjugate to both $a$ and $b$, where the numbers $a, b, 0$ are distinct.
Question: Does it follow that $a$ and $b$ are conjugate to each other?
I tried to prove this, but I couldn't. Then I tried finding a counterexample, only to realize that the only interesting example I know of when it comes to conjugate points is the sphere, which is rather special.
EDIT: Here's my definition of two instants being conjugate to each other along a geodesic $\gamma : \mathbb{R} \rightarrow M$.
The instants $t_0, t_1 \in \mathbb{R}$ are conjugate along $\gamma$ if and only if there exists a nontrivial (meaning not identically zero) Jacobi field along $\gamma$ vanishing at $t_0$ and $t_1$.
I'm at a loss. Any suggestions are welcome. Thanks!
No, this relation is not transitive. The simplest example I know is the product $M$ of two spheres $M_1, M_2$ of radii, say, $1$ and $1.1$. Now, take a geodesic $\gamma$ in $M$ which projects to nonconstant geodesics $\gamma_i$ in each factor. Then, lift Jacobi fields from $M_i$'s (along $\gamma_i$) to two Jacobi fields $J_1, J_2$ in $M$ along $\gamma$.