[guided]Fix $g\in G$. To prove that $\mu(g\cdot p)-g\cdot\mu(p)$ is independent of $p$, it is enough to test it against an arbitrary element $\xi\in\mathfrak g$, because elements of $\mathfrak g^*$ are determined by their values on $\mathfrak g$. Define
\begin{align*}
F_{g,\xi}:M&\to\mathbb R
\end{align*}
by
\begin{align*}
F_{g,\xi}(p)=\bigl(\mu(g\cdot p)-g\cdot\mu(p)\bigr)(\xi).
\end{align*}
The coadjoint convention gives
\begin{align*}
(g\cdot\mu(p))(\xi)=\mu(p)(\operatorname{Ad}_{g^{-1}}\xi),
\end{align*}
so
\begin{align*}
F_{g,\xi}(p)=\mu^\xi(g\cdot p)-\mu^{\operatorname{Ad}_{g^{-1}}\xi}(p).
\end{align*}
Let $L_g:M\to M$ be the diffeomorphism $L_g(p)=g\cdot p$. We differentiate $F_{g,\xi}$ at $p\in M$ in the direction $v\in T_pM$. The chain rule gives
\begin{align*}
dF_{g,\xi}|_p(v)=d\mu^\xi|_{g\cdot p}(d(L_g)_p v)-d\mu^{\operatorname{Ad}_{g^{-1}}\xi}|_p(v).
\end{align*}
The moment-map convention says that $d\mu^\zeta=\iota_{\zeta_M}\theta$ for every $\zeta\in\mathfrak g$. Applying this with $\zeta=\xi$ and with $\zeta=\operatorname{Ad}_{g^{-1}}\xi$ gives
\begin{align*}
dF_{g,\xi}|_p(v)=\theta_{g\cdot p}((\xi_M)_{g\cdot p},d(L_g)_p v)-\theta_p((\operatorname{Ad}_{g^{-1}}\xi)_M)_p,v).
\end{align*}
The key point is that the two vector fields appearing here are the same vector field transported by $L_g$. Indeed, for the left action,
\begin{align*}
d(L_g)_p\bigl((\operatorname{Ad}_{g^{-1}}\xi)_M\bigr)_p=(\xi_M)_{g\cdot p}.
\end{align*}
Also, the action is symplectic, so $L_g^*\theta=\theta$. Therefore
\begin{align*}
\theta_{g\cdot p}((\xi_M)_{g\cdot p},d(L_g)_p v)=\theta_p((\operatorname{Ad}_{g^{-1}}\xi)_M)_p,v).
\end{align*}
Substituting this equality into the expression for $dF_{g,\xi}|_p(v)$ gives
\begin{align*}
dF_{g,\xi}|_p(v)=0.
\end{align*}
Thus $dF_{g,\xi}=0$ on $M$. A smooth real-valued function with zero differential on a connected manifold is constant, since its restriction to every smooth path has derivative zero, and connected manifolds are path-connected on each [connected component](/page/Connected%20Component). Since $M$ is connected, $F_{g,\xi}$ is constant. Because $\xi\in\mathfrak g$ was arbitrary, the whole covector $\mu(g\cdot p)-g\cdot\mu(p)$ is independent of $p$.[/guided]