Lamda expression are used to create delegates, they are the anonymous function. By using lambda expressions, you can write local functions that can be passed as arguments or returned as the value of function calls. Lambda expressions are particularly helpful for writing LINQ query expressions.
To create a lambda expression, you specify input parameters (if any) on the left side of the lambda operator =>, and you put the expression or statement block on the other side. For example, the lambda expression x => x * x specifies a parameter that's named x and returns the value of x squared
it is hard explain here
you can switch to following link for more detail
Editor, DotNetSpider MVM
Microsoft MVP 2014 [ASP.NET/IIS]