The purpose of this course is to give an introduction to the theory of p-adic integration with values in spaces of modular forms (elliptic modular forms, Siegel modular forms, . . .). We show that very general p-adic families of modular forms can be constructed as moments of certain p-adic measures on a profinite group Y = lim ←− Yi with values in a formal q-expansion ring like Zp[[q ]] where B is an additive semi-group, and q = {q |ξ ∈ B} the corresponding formally written multiplicative semi-group (for example B = Bn = {ξ = ξ ∈ Mn(Q)|ξ ≥ 0, ξ half-integral} is the semi-group, important for the theory of Siegel modular forms). We discuss some applications of this theory to the construction of certain new p-adic families of modular forms (families of Klingen-Eisenstein series, families of theta-series with spherical polynomials. . .). Main sources of this theory are: • Serre’s theory of p-adic forms as certain formal q-expansions (J.-P. Serre, Formes modulaires et fonctions zeta p-adiques, LNM 350 (1973) 191-268) [Se73]. • Hida’s theory of p-adic modular forms and p-adic Hecke algebras (H. Hida, Elementary theory of L-functions and Eisenstein series, Cambridge University Press, 1993 [Hi93]). • Construction of p-adic Siegel-Eisenstein series by the author, see [PaSE]. As an application, we describe a solution of a problem of Coleman-Mazur in [PaTV], using the RankinSelberg method and the p-adic integration in a Banach algebra A. An introductory cours given on November 29 in POSTECH (Pohang, Korea) 0 Introduction Let p be a prime number (we often assume p≥ 5). There are two different ways of introducing p-adic modular forms: the first approach uses formal q-expansions with coefficients in a p-adic ring [Se73], and the second approach is the p-adic interpolation of Galois representations attached to classical automorphic forms. The first approach was extensively developped by Katz [Ka78] for the group G = GL2 over a totally real number field, in order to construct p-adic L-functions for CM-fields using p-adic Hilbert-Eisenstein series. In general, in this q-expansion method a typical p-adic family φ of modular (automorphic) forms is an element of the Serre ring: φ ∈ Λ[[q]] where Λ = Zp[[T ]] is the Iwasawa algebra. In the second approach one considers Λ-adic Galois representations of type ρ : Gal(Q/Q) → GLm(Λ) (“Big Galois representations”, see [Hi86], [Til-U]). These two theories are essentially equivalent if we start from holomorphic automorphic forms on the group G = GL2 over a totally real field, but in other cases there is no direct link between φ and ρ. On the other hand there exist interesting examples of p-adic L-functions Lφ,p and Lρ,p attached to φ and to ρ. In general Lφ,p and Lρ,p should belong to the quotient field L = QuotΛ or to its finite extensions. If ρ interpolates a p-adic family of motives then there are conjectural general definitions of Lρ,p (see [Co-PeRi], [Colm98], [PaAdm]). It would be very interesting to formulate a general Langlands-type conjecture relating Λ-adic automorphic forms and Λ-adic Galois representations. As an application, we describe a solution of a problem of Coleman-Mazur, using the Rankin-Selberg method and the theory of p-adic integration with values in a p-adic algebra A. This problem was stated in "The Eigencurve" (1998), R.Coleman and B.Mazur stated the following as follows: Given a prime p and Coleman’s family {fk′} of cusp eigenforms of a fixed positive slope σ = ordp(αp(k )) > 0, to construct a two variable p-adic L-function interpolating on k the Amice-Velu p-adic L-functions Lp(fk′ ). Our p-adic L-functions are p-adic Mellin transforms of certain A-valued measures. Such measures come from Eisenstein distributions with values in certain Banach A-modules M = M(N ;A) of families of overconvergent forms over A.