Lambda expression and threads

If you are working with C# I’m pretty sure that you used a lambda expression (an action, a predicate, a delegate or a function). Basically you can define a block of code inline (function) and execute this code when you need it.
For all of you, that already used this features of C# I have a simple question:
     Does the lambda expression executes on the same thread or is executing on a different thread?
This information can be very important because running code on a different thread can be expensive. Not only this, there are times when we can have content that is static on the thread and not on our current process.
The simplest way to check this is to write a simple console application that displays the thread id.

class Program
{
    static void Main(string[] args)
    {
        DisplayCurrentThreadId();
        Action myAction = DisplayCurrentThreadId;
        myAction.Invoke();
        myAction.Invoke();
        DisplayCurrentThreadId();

        Console.ReadKey();
    }

    static void DisplayCurrentThreadId()
   {
        Console.WriteLine(Thread.CurrentThread.ManagedThreadId);
    }
}

The output of this was:

We saw that the lambda expression is executed on the same thread.
But what do you think about calling a lambda expression in an async manner? Does the code be executed on the same thread or on a different thread? To be able to test this we will modify our test code:

class Program
{
    static void Main(string[] args)
    {
        DisplayCurrentThreadId();
        Action myAction = DisplayCurrentThreadId;
        myAction.BeginInvoke(new AsyncCallback((r) => { }), null);
        myAction.BeginInvoke(new AsyncCallback((r) => { }), null);
        DisplayCurrentThreadId();
        Console.ReadKey();
    }
    static void DisplayCurrentThreadId()
    {
        Console.WriteLine(Thread.CurrentThread.ManagedThreadId);
    }
}

The output is:

By calling more than one time the lambda expression in an async method we can notice that there are cases when the async calls are executed on the same thread or on different thread. This thread are managed by .NET core and are reused when is possible.
In conclusion, executing a lambda expression in a sync way will execute the code on the same thread as the caller.