It's easy to get intimidated by a feature like Lambda Expressions. It has a Greek word in it, so it must be difficult, right? And you can read explanations like this:
Lambda expressions, one of the most important new features to be included in the next 3.0 version of C# and one that offers support needed by the LINQ Project, are precisely a feature coming from the world of functional programming. ... Scheme ... Lisp ...
Or this summary:
In mathematical logic and computer science, lambda calculus, also λ-calculus, is a formal system designed to investigate function definition, function application, and recursion. It was introduced by Alonzo Church and Stephen Cole Kleene in the 1930s; Church used lambda calculus in 1936 to give a negative answer to the Entscheidungsproblem. Lambda calculus can be used to define what a computable function is. The question of whether two lambda calculus expressions are equivalent cannot be solved by a general algorithm. This was the first question, even before the halting problem, for which undecidability could be proved. Lambda calculus has greatly influenced functional programming languages, such as Lisp, ML and Haskell.
Lambda calculus can be called the smallest universal programming language. It consists of a single transformation rule (variable substitution) and a single function definition scheme. Lambda calculus is universal in the sense that any computable function can be expressed and evaluated using this formalism. It is thus equivalent to the Turing machine formalism. However, lambda calculus emphasizes the use of transformation rules, and does not care about the actual machine implementing them. It is an approach more related to software than to hardware.
This sounds really difficult. So let me show you something that's not difficult at all:
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It's not actually that intimidating at all ... it's going to make life easier.