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This book aims to develop enough of the basic machinery of ergodic theory to describe some of the recent applications of ergodic theory to number theory. Two specific goals are to avoid reliance on background in Lie theory, and to fully prove the material needed in measure theory which goes beyond the standard texts. This will be a rigorous introduction, developing the machinery of conditional measures and expectations, mixing, and recurrence. Applications include the ergodic proof of Szemeredi's theorem and the connection between the continued fraction map and the modular surface.