Try this —
x = linspace(-3, 3, 50);
[X,Y] = ndgrid(x);
Z = exp(-(X.^2+Y.^2));
figure
surf(X, Y, Z)
grid on
hcb = colorbar;
hcb.Label.String = 'Probability density (\mum^{-2})'; % 'Tex' String
% hcb.Label.String = '$Probability\ density\ (\mu m^{-2})$'; % 'LaTeX' String
hcb.Label.Interpreter = 'tex';
The warning thrown by using the LaTeX string with the LaTeX interpreter is because of the backslant (\) characters, however without them, there are no spaces and the works run together.
.
