Sigma-Algebra Making Random-variable Random

35 Views Asked by At

Let $(\Omega,\mathcal{F},\mathbb{P})$ be a complete probability space, $E$ be an uncountable set, and $X:\Omega \rightarrow E$ be a function. Is there a finest (non-trivial) topology on $E$ making $X$ a Borel-measurable random variable?