public class User
{
  private Vector privileges;
}

public class Domain
{
  private Vector domainEntites;
}

public class Privilege
{
  private User theUser;
  private Domain theAuthorizedDomain;
}

One choice would be to use aggregation and association.

                        1      1
 User<>--------Privilege------->Domain
      1    0..n         |------>User
                        1      1

Another choice would to use association and association class.

     1      0..n
 User----------->Domain
         |
         |
      Privilege