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It is well known that any locally homogeneous four-dimensional Riemannnian manifold is either locally symmetric or locally isometric to a Lie group equipped with a left-invariant Riemannian metric. The article under review shows that this is no longer true for the four-dimensional locally homogeneous Lorentzian manifolds \\((M,g)\\). It shows that all but two of the Segre types of the Ricci operator require \\((M,g)\\) to be Ricci-parallel or locally isometric to a Lie group equipped with a left-invariant Lorentzian metric. Specific examples of the aforementioned two types establish the existence of locally homogeneous Lorentzian four-manifolds \\((M,g)\\), which are neither Ricci-parallel nor isometric to a Lie group. After classifying the Ricci-parallel homogeneous Lorentzian four-manifolds \\((M, g)\\), the work provides explicit constructions of two Ricci-parallel non-locally symmetric \\((M, g)\\). One of them is an Einstein manifold, while the other one is a Walker manifold and has two-step nilpotent Ricci operator.     In order to formulate the results precisely, let us recall that the Ricci tensor \\(\\text{Ric}\\) of a pseudo-Riemannian manifold \\((M,g)\\) is symmetric and associated with a self-adjoint operator \\(\\widehat{\\text{Ric}}\\), such that \\(\\langle \\widehat{\\text{Ric}}(u), v \\rangle = \\text{Ric} (u,v)\\) for all tangent vectors \\(u,v \\in T_p M\\) at a point \\(p \\in M\\). If \\((M,g)\\) is locally homogeneous then the Ricci operator is the same at any point of \\(M\\). The Segre type of \\(\\widehat{\\text{Ric}}\\) reflects the Jordan normal form \\(J(\\widehat{\\text{Ric}})\\) of \\(\\widehat{\\text{Ric}}\\). For arbitrary \\(r \\in {\\mathbb N}\\) and \\(\\alpha \\in {\\mathbb R}\\), let us denote by \\(J_r ( \\alpha)\\) the Jordan cell of size \\(r\\), whose diagonal entries equal \\(\\alpha\\). Put \\(J=[J_{r_1} ( \\alpha _1), \\ldots , J_{r_s} ( \\alpha _s)]\\), \\(r_1 + \\ldots + r_s =4\\) for the Jordan normal form with the listed diagonal blocks.  The Ricci operator \\(\\widehat{\\text{Ric}}\\) is non-degenerate if it has eigenvalues \\(a,b \\in {\\mathbb R}\\), \\(c \\pm di \\in {\\mathbb C} \\setminus {\\mathbb R}\\) with \\(a \\neq b\\) or if its Jordan normal form \\(J( \\widehat{\\text{Ric}})\\) is \\([J_1(a), J_1(b), J_1 (c), J_1(d)]\\), \\([J_1(a), J_1 (b), J_2 (c)]\\) or \\([J_1(a), J_3 (b)] \\}\\) with different \\(a, b, c, d \\in {\\mathbb R}\\). The simply connected complete homogeneous Lorentzian four-manifolds with non-degenerate Ricci operator are shown to be isometric to a Lie group equipped with a left-invariant Lorentzian metric. The proof of this theorem reveals that if a Lorentzian four-manifold \\((M,g)\\) with a non-degenerate Ricci operator has constant components of the Ricci curvature \\(\\text{Ric}\\) and its first covariant derivative \\(\\nabla \\text{Ric}\\) with respect to the Levi-Civita connection \\(\\nabla\\) then \\((M,g)\\) is locally isometric to a Lie group. Let \\(R\\) be the curvature tensor of \\(\\nabla\\). A pseudo-Riemannian manifold \\((M,g)\\) is \\(k\\)-curvature homogeneous for some \\(k \\in {\\mathbb Z}\\), \\(k \\geq 0\\), if for any points \\(p, q \\in M\\) there exists a linear isometry \\(\\phi : T_p M \\rightarrow T_qM\\) with \\(\\phi ^* ( \\nabla ^{i} R(q)) = \\nabla ^{i} R(p)\\) for all \\(0 \\leq i \\leq k\\). It is clear that the locally homogeneous manifolds \\((M,g)\\) are \\(k\\)-curvature homogeneous for all \\(k \\in {\\mathbb Z}\\), \\(k \\geq 0\\). In [\\textit{R. Milson} and \\textit{N. Pelavas}, Int. J. Geom. Methods Mod. Phys. 6, No. 1, 99--127 (2009; Zbl 1165.53048)] showed that the \\(3\\)-curvature homogeneous Lorentzian four-manifolds \\((M,g)\\) are locally homogeneous and there exist \\(2\\)-curvature homogeneous Lorentzian four-manifolds \\((M,g)\\) which are not locally homogeneous.   A pseudo-Riemannian manifold \\((M,g)\\) is \\(k\\)-Ricci curvature homogeneous for some \\(k \\in {\\mathbb Z}\\), \\(k \\geq 0\\), if for any points \\(p, q \\in M\\) there exists a linear isometry \\(\\phi : T_p M \\rightarrow T_qM\\), such that \\(\\phi ^* (\\nabla ^{i} \\text{Ric} (q)) = \\nabla ^{i} \\text{Ric} (p)\\) for all \\(0 \\leq i \\leq k\\). The \\(k\\)-curvature homogeneity implies the \\(k\\)-Ricci curvature homogeneity, but the converse is not true in general for a pseudo-Riemannian manifold \\(M\\) with \\(\\dim M \\geq 4\\). For Lorentzian four-manifolds \\((M,g)\\) with non-degenerate Ricci operator, the \\(1\\)-Ricci curvature homogeneity, the presence of a local isometry to a Lie group equipped with a left-invariant Lorentzian metric, the local homogeneity and the \\(1\\)-curvature homogeneity turn to be equivalent to each other.    The article establishes that if \\((M,g)\\) is a simply connected complete homogeneous Lorentzian four-manifold, whose Ricci operator is degenerate of Segre type \\(J( \\widehat{\\text{Ric}}) = [J_1 (a), J_1 (a), J_1(c), J_1(c)]\\) with different \\(a, c \\in {\\mathbb R}\\) then \\((M,g)\\) is either Ricci-parallel or a Lie group equipped with a left-invariant Lorentzian metric. As a by-product, the following conditions for a Lorentzian four-manifold \\((M,g)\\) with \\(J( \\widehat{\\text{Ric}}) = [ J_1(a), J_1(a), J_1 (c), J_1 (c)]\\), \\(a, c \\in {\\mathbb R}\\), \\(a \\neq c\\) turn out to be equivalent to each other: (i) \\((M,g)\\) is \\(2\\)-Ricci curvature ho\\-mo\\-ge\\-neous; (ii) \\((M,g)\\) is either locally symmetric or locally isometric to a Lie group equipped with a left-invariant Lorentzian metric; (iii) \\((M,g)\\) is locally homogeneous; (iv) \\((M,g)\\) is \\(2\\)-curvature homogeneous.    The homogeneous Lorentzian four-manifolds \\((M,g)\\), whose Ricci operator \\(\\widehat{\\text{Ric}}\\) is of Segre type \\(J( \\widehat{\\text{Ric}}) = [ J_1(a), J_1 (a), J_1 (a), J_1 (a)]\\) with \\(a \\in {\\mathbb R}\\) are Ricci-parallel, as far as such \\((M,g)\\) are Einstein.    If the Ricci operator \\(\\widehat{\\text{Ric}}\\) of a locally homogeneous Lorentzian four-manifold \\((M,g)\\) has an eigenvalue \\(a \\in {\\mathbb R}\\) of multiplicity \\(2\\) and two complex conjugate eigenvalues \\(c \\pm di \\in {\\mathbb C} \\setminus {\\mathbb R}\\) or if \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_3 (a)]\\) for some \\(a \\in {\\mathbb R}\\), then \\(M\\) is shown to be locally isometric to a Lie group. Specific examples establish the existence of such \\((M,g)\\).    The locally homogeneous Lorentzian four-manifolds \\((M,g)\\), whose Ricci operator \\(\\widehat{\\text{Ric}}\\) is of Segre type \\(J( \\widehat{\\text{Ric}})= [ J_1 (a), J_1 (b), J_1 (c), J_1(c)]\\), \\([ J_1 (a), J_1(a), J_1 (c), J_1(d)]\\), \\([ J_1 (a), J_1 (a), J_1 (a), J_1 (d)]\\) or \\([ J_1 (a), J_1 (a), J_2 (b)] \\) with different \\(a, b, c, d \\in {\\mathbb R}\\) are locally isometric to a Lie group. The locally homogeneous Lorentzian four-manifolds, whose Ricci operator \\(\\widehat{\\text{Ric}}\\) is of Segre type \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (b), J_1 (b), J_1 (b)]\\) with different \\(a, b \\in {\\mathbb R}\\) are either Ricci-parallel or locally isometric to a Lie group. Explicit constructions establish the existence of homogeneous Lorentzian four-manifolds, whose Ricci operator \\(\\widehat{\\text{Ric}}\\) is of Segre type \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (b), J_2 (b)]\\) with (possibly equal) \\(a, b \\in {\\mathbb R}\\), which are neither Ricci-parallel nor locally isometric to a Lie group.    The Ricci-parallel homogeneous Lorentzian four-manifolds \\((M,g)\\) are classified in five types, depending on the Segre type \\(J( \\widehat{\\text{Ric}})\\) of their Ricci operator \\(\\widehat{\\text{Ric}}\\). More precisely, if \\(J(\\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (a), J_1 (a), J_1 (a)]\\) then \\((M,g)\\) is Einstein. For \\(J(\\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (a), J_1 (c), J_1 (c)]\\) with different \\(a, c \\in {\\mathbb R}\\), the manifold \\((M,g)\\) is locally reducible and isometric to a direct product \\(M^2 (k) \\times M^2 _1 (k')\\) of a Riemannian and a Lorentzian surface of constant curvature. In the case of \\(J( \\widehat{\\text{Ric}}) = [ J_1(a), J_1(a), J_1(a), J_1(d)]\\) with different \\(a, d \\in {\\mathbb R}\\), the manifold \\((M,g)\\) is locally reducible and isometric to a direct product \\(M^3 (k) \\times {\\mathbb R}_1\\), where \\(M^3(k)\\) is a three-dimensional Riemannian space form with constant curvature \\(k \\neq 0\\). When \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_1(b), J_1(b), J_1 (b)]\\) for different \\(a, b \\in {\\mathbb R}\\), the manifold \\((M,g)\\) is locally reducible and isometric to a direct product \\({\\mathbb R} \\times M^3 _1 (k)\\), where \\(M^3 _1 (k)\\) is a three-dimensional Lorentzian space form of constant curvature \\(k \\neq 0\\). Finally, if \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (a), J_2 (a)]\\) with \\(a \\in {\\mathbb R}\\), then \\(M\\) is a homogeneous Lorentzian Walker four-manifold and the Ricci operator \\(\\widehat{\\text{Ric}}\\) is two-step nilpotent. The article provides specific examples \\((M_1, g_1)\\) and \\((M_2, g_2)\\) of non-locally symmetric Ricci-parallel homogeneous Lorentzian four-manifolds. The Lorentzian manifold \\((M_1, g_1)\\) is Einstein and has Ricci operator \\(\\widehat{\\text{Ric}}\\) of Segre type \\(J( \\widehat{\\text{Ric}}) = [ J_1(a), J_1 (a), J_1(a), J_1(a)]\\) for some \\(a \\in {\\mathbb R}\\). The example \\((M_2, g_2)\\) is a Walker manifold with Ricci operator \\(\\widehat{\\text{Ric}}\\) of Segre type \\(J( \\widehat{\\text{Ric}}) = [ J_1 (a), J_1 (a), J_2 (a)]\\), \\(a \\in {\\mathbb 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