For the K-shell decay, magnesium is the first element in the periodic table which shows cascading transitions. We investigated the whole cascade of magnesium by using the photoelectron-photoion coincidence technique on the 1s, 2s, and 2p decay. The experimentally determined and calculated decay probabilities for the 1s-1, the 2s-1, and the 2p-1 decay, i.e., the whole cascade, are in good agreement with each other. For the calculation of higher final ionic charge states, it was found that electron correlations have to be taken into account. The fluorescence yields for the K and L shell and the Coster-Kronig factor for the L shell were determined.