We have the following operation on sequences of natural numbers (elements of $\omega^\omega$): $$\begin{align}*:\omega^\omega\times\omega^\omega &\longrightarrow \omega^\omega\\ (x,y) &\longmapsto x*y\end{align}$$ with $$x*y(n) = \begin{cases} x(k) & \text{if }n = 2k \\ y(k) & \text{if }n = 2k+1 \end{cases}$$ So $*$ merges two sequences. My question is whether this operation preserves Borel sets, i.e. if given $A,B \in \mathcal{B}(\omega^\omega)$ then $A*B = \{x*y \mid x \in A, y \in B\} \in \mathcal{B}(\omega^\omega)$
Kechris in his Classical Descriptive Set Theory, when talking about Wadge's Game, indirectly mentions this fact without proving it. It is clear that $*$ is continuous, but besides this I'm not able to prove the statement. Any help?
Thanks!
$*$ is a homeomorphism, and if $A$ and $B$ are Borel subsets of $\omega^\omega$, then $A\times B\subseteq \omega^\omega\times \omega^\omega$ is Borel, so $*$ preserves Borel sets.