Tautological projection for cycles on the moduli space of abelian varieties

We define a tautological projection operator for algebraic cycle classes on the moduli space of principally polarized abelian varieties $\mathcal{A}_g$: every cycle class decomposes canonically as a sum of a tautological and a non-tautological part. The main new result required for the definition of the projection operator is the vanishing of the top Chern class of the Hodge bundle over the boundary $\bar{\mathcal{A}}_g\smallsetminus \mathcal{A}_g$ of any toroidal compactification $\bar{\mathcal{A}}_g$ of the moduli space $\mathcal{A}_g$. We prove the vanishing by a careful study of residues in the boundary geometry. The existence of the projection operator raises many natural questions about cycles on $\mathcal{A}_g$. We calculate the projections of all product cycles $\mathcal{A}_{g_1}\times \ldots \times \mathcal{A}_{g_\ell}$ in terms of Schur determinants, discuss Faber's earlier calculations related to the Torelli locus, and state several open questions. The Appendix contains a conjecture about the projection of the locus of abelian varieties with real multiplication.