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Given a measurable set $A$, if we square every element $B=\{a^2: a\in A\}$, is $B$ still measurable? I have no idea about this question, can someone help me?

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Let $B_+=\bigl\{a^2\,|\,a\in A\cap[0,+\infty)\bigr\}$ and let $B_-=\bigl\{a^2\,|\,a\in A\cap(-\infty,0]\bigr\}$. Since $B=B_+\cup B_-$, if you prove that $B_+$ and $B_-$ are both measurable, then $B$ is measurable.

Now, note that if $s(x)=\sqrt x$, then $B_+=s^{-1}\bigl(A\cap[0,+\infty)\bigr)$. Since $s$ is continuous and $A\cap[0,+\infty)$ is measurable, $B_+$ is measurable. A similar argument shows that $B_-$ is measurable.

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    I think this works if "measurable" means "Borel measurable", but not "Lebesgue measurable". There are continuous functions such that the inverse image of a Lebesgue measurable set is not Lebesgue measurable. – Alex Zorn Aug 02 '17 at 17:53
  • @Alex Zorn: and that is your new lemma ;). – gary Aug 02 '17 at 19:21