Does this need to be transparent or just a colored sphere?
If the first option, you could duplicate a number of spheres with lamberts, each larger one with slightly more transparency and give them all an incandescence of blue. If it's the latter, look into creating a fresnel look with the samplerInfo node. Except instead of a smooth black to white ramp, just do a series of blue colors with no interpolation on the ramp and plug that into the color of a surface shader.

We can help with the details once you've done a little reading on materials and gotten started with a little test in Maya.