Proof.
We first replace X by an affine open neighbourhood of x. Observe that \mathcal{O}_{X, x} is an excellent local ring (More on Algebra, Lemma 15.52.2). Thus we can choose a minimal resolution of singularities W \to \mathop{\mathrm{Spec}}(\mathcal{O}_{X, x}), see Resolution of Surfaces, Theorem 54.14.5. After possibly replacing X by an affine open neighbourhood of x we can find a proper morphism b : X' \to X such that X' \times _ X \mathop{\mathrm{Spec}}(\mathcal{O}_{X, x}) = W, see Limits, Lemma 32.20.1. After shrinking X further, we may assume X' is regular. Namely, we know W is regular and X' is excellent and the regular locus of the spectrum of an excellent ring is open. Since W \to \mathop{\mathrm{Spec}}(\mathcal{O}_{X, x}) is projective (as a sequence of normalized blowing ups), we may assume after shrinking X that b is projective (details omitted). Let U = X \setminus \overline{\{ x\} }. Since W \to \mathop{\mathrm{Spec}}(\mathcal{O}_{X, x}) is an isomorphism over the punctured spectrum, we may assume b : X' \to X is an isomorphism over U. Thus we may and will think of U as an open subscheme of X' as well. Set f' = f \circ b : X' \to \mathop{\mathrm{Spec}}(A).
Since A is regular we see that \mathcal{O}_ Y is a dualizing complex for Y. Hence f^!\mathcal{O}_ Y is a dualzing complex on X (Duality for Schemes, Lemma 48.17.7). The Cohen-Macaulay locus of X is open by Duality for Schemes, Lemma 48.23.1 (this can also be proven using excellency). Since \mathcal{O}_{X, x} is Cohen-Macaulay, after shrinking X we may assume X is Cohen-Macaulay. Observe that an étale morphism is a local complete intersection. Thus Duality for Schemes, Lemma 48.29.3 applies with r = 0 and we get a map
\mathcal{O}_ X \longrightarrow \omega _{X/Y} = H^0(f^!\mathcal{O}_ Y)
which is an isomorphism over X \setminus \overline{\{ x\} }. Since \omega _{X/Y} is (S_2) by Duality for Schemes, Lemma 48.21.5 we find this map is an isomorphism by Divisors, Lemma 31.2.11. This already shows that X and in particular \mathcal{O}_{X, x} is Gorenstein.
Set \omega _{X'/Y} = H^0((f')^!\mathcal{O}_ Y). Arguing in exactly the same manner as above we find that (f')^!\mathcal{O}_ Y = \omega _{X'/Y}[0] is a dualizing complex for X'. Since X' is regular the morphism X' \to Y is a local complete intersection morphism, see More on Morphisms, Lemma 37.62.11. By Duality for Schemes, Lemma 48.29.2 there exists a map
\mathcal{O}_{X'} \longrightarrow \omega _{X'/Y}
which is an isomorphism over U. We conclude \omega _{X'/Y} = \mathcal{O}_{X'}(E) for some effective Cartier divisor E \subset X' disjoint from U.
Since \omega _{X/Y} = \mathcal{O}_ Y we see that \omega _{X'/Y} = b^! f^!\mathcal{O}_ Y = b^!\mathcal{O}_ X. Returning to W \to \mathop{\mathrm{Spec}}(\mathcal{O}_{X, x}) we see that \omega _ W = \mathcal{O}_ W(E|_ W). By Lemma 58.28.1 we find E|_ W = 0. This means that f' : X' \to Y is étale by (the already used) Duality for Schemes, Lemma 48.29.2. This immediately finishes the proof, as étaleness of f' forces b to be an isomorphism.
\square
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