Magento 1.9 – SQL Join Query – How to merge more than one value for sku in same line?

Following are my mysql join query,

SELECT cpe.sku AS Sku, ccp.category_id AS Category_Ids FROM catalog_product_entity cpe JOIN catalog_category_product ccp ON cpe.entity_id = ccp.product_id 

return value like,

Sku Category_Ids 1 34 1 36 1 37 2 65 2 87 

How to merge like,

Sku Category_Ids 1 34,36,37 2 65,87