Geodesic
Note on the Holonomy Groups of Pseudo-Riemannian Manifolds
Matematičeskie zametki, Tome 93 (2013) no. 6, pp. 821-827

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For an arbitrary subalgebra $\mathfrak{h}\subset\mathfrak{so}(r,s)$ a polynomial pseudo-Riemannian metric of signature $(r+2,s+2)$ is constructed, the holonomy algebra of this metric contains $\mathfrak{h}$ as a subalgebra. This result shows the essential distinction between the holonomy algebras of pseudo-Riemannian manifolds of index greater than or equal to $2$ and the holonomy algebras of Riemannian and Lorentzian manifolds.
Keywords: holonomy algebra, pseudo-Riemannian manifolds, linear connection, Levi-Cività connection, curvature tensor, Lorentzian manifold. 
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     author = {A. S. Galaev},
     title = {Note on the {Holonomy} {Groups} of {Pseudo-Riemannian} {Manifolds}},
     journal = {Matemati\v{c}eskie zametki},
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     url = {http://geodesic.mathdoc.fr/item/MZM_2013_93_6_a2/}
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A. S. Galaev. Note on the Holonomy Groups of Pseudo-Riemannian Manifolds. Matematičeskie zametki, Tome 93 (2013) no. 6, pp. 821-827. http://geodesic.mathdoc.fr/item/MZM_2013_93_6_a2/