These are my notes on the lecture probability theory, taught by Prof.~\textsc{Chiranjib Mukherjee}
in the summer term 2023 at the University Münster.

\begin{warning}
    This is not an official script.
    The official lecture notes can be found on the Learnweb.
\end{warning}

These notes contain errors almost surely.
If you find some error or want to improve something, send me a message: \texttt{probabilitytheory@jrpie.de}.



Topics of this lecture:
\begin{enumerate}[(1)]
    \item Limit theorems: Laws of large numbers and the central limit theorem for i.i.d.~sequences,
    \item Conditional expectation and conditional probabilities,
    \item Martingales,
    \item Markov chains.
\end{enumerate}