I am working on a number theory project and I am interested in the following statement:
What is the probability that an integer $x$ has the property that $|x| \equiv 3 \mod{4}$?
This seems equivalent to me as asking, what is the probability that the Legendre symbol $\left(\frac{-1}{p}\right) = -1$, by Quadratic Reciprocity.
Additionally, since we know from the integers that the probability a number in $\mathbb{Z}$ is divisible by a prime $p$ is $1/p$, can we say that the probability that a Gaussian integer, $a + bi \in \mathbb{Z}[i]$ with $a,b \neq 0$, is divisible by a Gaussian prime is $1/(a^2 + b^2)$? (Notice the theorem regarding Gaussian primes here: Gaussian Primes).
These may seem like disjoint questions, but they are related to the fact that the probability that two gaussian integers are coprime involves the zeta function.
The probability that a rational integer (i.e. in $\bf Z$) has residue $r$ modulo $n$ is $1/n$, since the probability attached to each residue is equal and there are $n$ residues. Here we are using an asymptotic notion of "probability distribution" as mentioned in the comments.
Similarly, in any number field $K/{\bf Q}$ with ring of integers ${\cal O}_K$ and ideal ${\frak n}\triangleleft {\cal O}_K$, any intuitively nice asymptotic notion of density would be translation-invariant, so the probability an integer $\in{\cal O}_K$ would be in a fixed residue $r$ mod $\frak n$ (i.e. congruent to $r+{\frak n}$ in the quotient ${\cal O}_K/{\frak n}$) is the same for every choice of $r$, and hence is equal to the reciprocal of the number of equivalence classes, which is the order $|{\cal O}_K/{\frak n}|$ of the quotient, which is (by definition) the norm $N({\frak n})$ of $\frak n$. If ${\frak n}=(n)$ is a principal ideal generated by some integer $n\in{\cal O}_K$, then $N({\frak n})=N_{K/{\bf Q}}(n)$ is the norm of $n$ (this is a fact from algebraic number theory). This is indeed $a^2+b^2$ for $n=a+bi\in$ ${\bf Z}[i]$ $={\cal O}_{{\bf Q}(i)}$.
The same heuristic for deducing that the probability two rational integers are coprime works for computing the probability two integers $\in{\cal O}_K$ of a number field $K$ are coprime (with the caveat that $\cal O$ is a UFD). Originally, we assume that the events "being divisible by the prime $p$" for distinct $p$ are independent, and two numbers are coprime iff for each prime $p$ it is not the case that both are divisible by $p$ (which has probability $1/p^2$), so the probability two rational integers are coprime is given by the Euler product factorization associated with the Riemann zeta function:
$$\prod_p\left(1-\frac{1}{p^2}\right)=\frac{1}{\zeta(2)}=\frac{6}{\pi^2}.$$
Similarly, the probability two integers in ${\cal O}_K$ are coprime is
$$\prod_{\frak p}\left(1-\frac{1}{N({\frak p})^2}\right)=\frac{1}{\zeta_K(2)}.$$
See Dedekind zeta function.
On Mathworld, for Gaussian and Eisenstein integers the probabilities are listed in closed form.