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Well, they are basically just facts: some result that has been arrived at.
Examples
Here is an example from Geometry:
Theorem
Triangle ABO is isosceles (two equal sides, two equal angles), so:
Corollary
(This is called the "Angles Subtended by the Same Arc Theorem", but its really just a
Corollary of the "Angle at the Center Theorem")
Keeping the endpoints fixed ... ... the angle a is always the same, no matter
where it is on the circumference:
Lemma
(This is sometimes called the "Angle in the Semicircle Theorem", but its really just
aLemma to the "Angle at the Center Theorem")
In the special case where the central angle forms a diameter of the circle:
2a = 180 , so a = 90
So an angle inscribed in a semicircle is always a right angle.
(That was a "small" result, so it is a Lemma.)