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This is not the case.
The hyperbolic space as whole has curvature (negative), and the straight lines always have the same curvature as the space they are embedded in.
This is similar to great circle on a sphere. It is the "straight line" of the sphere, but it is clearly curved.
So: straight lines have negative curvature. They actually have the "minimum" curvature -- no curve can have smaller curvature (since it's negative, "smaller" actually means "with larger absolute value" here).
Equidistant curves have also negative curvature, somewhere between the minimum curvature and zero.
Horocycles have exactly zero intrinsic curvature. We see them as curved because they are embedded in a space with even lower curvature.
Finally, circles have positive curvature, which can grow above any bounds (by having smaller and smaller circles that are more and more tightly curved). A curve with infinite curvature would have zero radius and shrink into a point.
This can be also illustrated more clearly in 3D case.
In a 3D hyperbolic space, a plane is negatively curved, and so it has hyperbolic geometry.
As you increase the curvature, the plane will become a pseudosphere (equidistant surface to a plane). Since its curvature is still negative, the geometry on the pseudosphere will be still hyperbolic. However, it will be closer to Euclidean than the geometry of plane: if you construct a triangle with the same edge length in a plane and on a pseudosphere, the inner angles of the pseudosphere one will be larger.
Let's keep one point of our pseudosphere fixed and move the plane it's equidistant to away. When we move it to infinity, the pseudosphere will become a bollosphere or horosphere, a 3D analogue of the horocycle.
The curvature of the horosphere will be zero, and that means that geometry on its surface will be Euclidean.
Horosphere has a single point at infinity. If we bring that point closer, it will morph into a sphere; the sphere has positive curvature, and its surface geometry is, of course, spherical.
So that means the following property applies to both Euclidean and hyperbolic planes:
A line / curve that is equidistant to a straight line and infinitely distant to it, is the same as a circle boundary whose radius approximates infinity, and both are per definition a line / curve with zero curvature.
Pretty much. We got in a discussion with zeno about whether the lines can be said to have any intrinsic curvature -- probably not, but I think it still makes sense considering a horocycle line of zero curvature considering what happens in the 3D case.
What Fulgur14 said in his first post is correct when considering the intrinsic curvature (e.g. Gaussian curvature of planes, equidistant surface, horospheres and spheres in the 3D hyperbolic space). However, intrinsic curvature is defined only for higher dimensional objects, if your life is restricted to a curve and you can measure distances on it but cannot interact with the rest of the world, there is no way to tell whether that curve is a straight line, equidistant curve or horocycle.
When considering the geodesic curvature, tricosahedron was correct, for example straight lines are geodesics and thus they have geodesic curvature 0, and a horocycle has curvature 1 (assuming the hyperbolic plane has Gaussian curvature -1).