Invariant Tensors and Lorentz Transformation

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Heirot
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It is often stated that the Kronecker delta and the Levi-Civita epsilon are the only (irreducible) invariant tensors under the Lorentz transformation. While it is fairly easy to prove that the two tensors are indeed invariant wrt Lorentz transformation, I have not seen a proof that there aren't any more such tensors.

So, my question is, how to find all invariant tensors under some (linear) transformation? Is there a general procedure for this?

Thanks
 
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If an object is a full tensor, then it should be invariant under any linear transformation, shouldn't it?