[Math] Every countably generated sigma algebra is generated by a random variable

measure-theoryprobabilityprobability theoryreal-analysis

Suppose I have a sigma algebra which is countably generated. I want to find a random variable such that it is generated by that random variable. If the countable class is just a single set then my random variable is indicator function. But, how to do in this case ? If we sum up all the indicators to define our random variable then the sum may diverge. How to make sure it converge ?

Best Answer

Hint: Each $\mathbf 1_{A_n}$ is measurable with respect to $X=\sum\limits_k\frac1{3^k}\mathbf 1_{A_k}$.