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Consider the algebraic function $\Phi _{g,n}$ that assigns to a general $g$-dimensional abelian variety an $n$-torsion point. A question first posed by Klein asks: What is the minimal $d$ such that, after a rational change of variables, the function $\Phi _{g,n}$ can be written as an algebraic function of $d$ variables? Using techniques from the deformation theory of $p$-divisible groups and finite flat group schemes, we answer this question by computing the essential dimension and $p$-dimension of congruence covers of the moduli space of principally polarized abelian varieties. We apply this result to compute the essential $p$-dimension of congruence covers of the moduli space of genus $g$ curves, as well as its hyperelliptic locus, and of certain locally symmetric varieties. These results include cases where the locally symmetric variety $M$ is proper. As far as we know, these are the first examples of nontrivial lower bounds on the essential dimension of an unramified, nonabelian covering of a proper algebraic variety.
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