This chapter focuses on limit theorems. It begins with introducing Kolmogorov’s zero-one law and the idea of convergence in probability followed by Markov’s Weak Law of Large Numbers, Khinchin’s Weak Law of Large Numbers, Bernoulli’s Weak Law of Large Numbers, and Chebyshev’s Weak Law of Large Numbers. Then, the convergence almost surely along with several technical results such as Toeplitz and Kronecker lemmas are presented. These are used to present examples of the corresponding Strong Laws: Kolmogorov’s first and second Strong Law of Large Numbers. The chapter concludes with a discussion of various versions of the Central Limit Theorem including Lindeberg-Lévy Central Limit Theorem, Lindeberg-Feller Theorem, and Moivre-Laplace Theorem.