These are my notes on the lecture Probability Theory, taught by \textsc{Aleksandra Kwiatkowska} in the summer term 2023 at the University Münster. \begin{warning} This is not an official script. The official lecture notes can be found \href{https://sites.google.com/site/akwiatkmath/teaching/logic-3-abstract-topological-dynamics-and-descriptive-set-theory}{here}. \end{warning} If you find errors or want to improve something, please send me a message:\\ \texttt{lecturenotes@jrpie.de}. Many thanks to \textsc{Mirko Bartsch} for providing notes on lectures I could not attend! This notes follow the way the material was presented in the lecture rather closely. Additions (e.g.~from exercise sheets) and slight modifications have been marked with $\dagger$.