Answer:
If Catherine is lying: Tom did not do it, but then Tom's statement that "Alex did it" would be true. This leads to a contradiction.
If Tom is lying: Alex did not do it, but then Alex's statement that "Tom is lying about me" would be false. This also leads to a contradiction.
If Martha is lying: She did it, but her statement contradicts itself.
If Alex is lying: Tom is telling the truth, which means Alex did it.
So, the correct option is: Alex stole the notebook.