I know there are similar questions up proving this, but I had a question specific to the following proof (specifically in bold):
Let $f$ be a Lebesgue measurable function on $\mathbb{R^n}$. Then the function $f(x)$ considered as a function of $(x,x)\in \mathbb{R^n}$ is Lebesgue measurable.
The linear transformation given by $T:(x,y)\rightarrow (x−y, y)$ is invertible, and so $f(x−y)$ is a Lebesgue measurable function of $(x,y)\in \mathbb{R^n}$. Thus, we see that $f(y)g(x − y)$ is measurable on $\mathbb{R^2n}$.
I know it has something to do with the fact that $T$ maps measurable sets to measurable sets, meaning that $F\circ T = f(x-y)$ is measurable if $F(x,y) = f(x)$, and I'm guessing it has something to do with proving that $T^{-1}$ is Lipschitz, but I just can't make the connection.