= () => is a closure

From page 133 of "C# 4.0 in a Nutshell" by Joseph Albahari and Ben Albahari:

using System;
using Microsoft.VisualStudio.TestTools.UnitTesting;
namespace Whatever.Tests
{
   [TestClass]
   public class ClosureTest
   {
      [TestMethod]
      public void Test()
      {
         string whatever = "";
         Action[] actions = new Action[3];
         for (int i = 0; i < 3; i++)
         {
            actions[i] = () => whatever = whatever + i;
         }
         foreach (Action a in actions) a();
         Assert.AreEqual(whatever,"333");
      }
   }
}