Cold gases of Rydberg atoms are an ideal system in which to study the novel effects of strong interatomic interactions. This thesis describes the design and construction of the world's first experiment to study Rydberg states in a cold gas of an alkaline earth metal, in this particular case strontium. We have studied a wide range of Rydberg states, and have developed a sensitive ``step-scan" spectroscopic technique that detects the spontaneous ionization of the Rydberg gas. The step-scan method is used to acquire Stark maps, and these measurements verify a single-electron model for calculating dipole matrix-elements. From the matrix-elements, interaction strengths between strontium Rydberg atoms have been calculated for the first time.
The presence of two valence electrons in an alkaline earth metal, such as strontium, offers a new angle on the study of Rydberg atoms. We create doubly excited ``autoionizing" states, the first such study in a cold gas. Autoionization is used as a high yield probe of Rydberg states, and enables a study of excitation dynamics with nanosecond time-resolution. We show that autoionization can quantitatively identify and elucidate state mixing in the Rydberg gas, and probe population transfer at the very onset of ultra-cold plasma formation
