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What is the significance of "underscore prefix" in C

In many header files I am getting some of the functions and variables that are begining with '_'(an underscore)character, what it signifies?
For eg. In <conio.h> there are two functions getche() and _getche(), Please can U distinguish what are they. And to be more specific If I am using threads I can use either _beginthread() or just beginthread() but for my surprise both are working fine eventhough in <process.h> there is only one declaration i.e _beginthread().
Hoe it happens?
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