Oh wow, that's actually kind of a clever hack. How quickly can you redirect back to the app? Is there a tutorial on something like this (my Google-fu failed me here)?
Looked a little deeper. Seems like it might only work for Android then.
"If you're an Android developer, Analytics also gives you the tools to monitor the success of mobile ads for your app. You can track activity from a click on your ad to the Android Market to app download. It's a simple way to determine what marketing efforts are most effective for you."
Doesn't stuff like Google Analytics do this? At least that's what we use for our websites to track conversions. Don't know if you can do the same for mobile apps...