Description: In its generic definition, a random variable is a measurable function from
a probability space to a Borel set. Here, we specifically target
real-valued random variables, i.e. measurable function from a probability
space to the Borel sigma-algebra on the set of real numbers. (Contributed by Thierry Arnoux, 20-Sep-2016)(Revised by Thierry Arnoux, 25-Jan-2017)