Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/b/b2/d/solution

Every pair factors as , and a linear map which is also a translation fixes zero and has linear part , hence is the identity. Thus and . The conjugation formula in (c) says that the action needed for reconstruction is simply the usual matrix action on the additive group . Therefore

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