Let $N$ and $M$ be a manifolds of respectively dimensions $n$ and $m$. If a smooth map ( $M$ from $N$ )is an immersion at a point $p$ in $N$ then it has constant rank $n$ in a neighborhood of $p$. If a smooth map is a submersion at a point $p$ in $N$ then it has constant rank $m$ in a neighborhood of $p$.
I want to prove this theorem but I could not. Can you help me.
This does not require the constant rank theorem. Some suggestions:
Since the matter is local, we can just as well work with open subsets $U\subset \mathbb R^n$ and $V\subset \mathbb R^m$, and a smooth map $f:U\to V$.
Being either an immersion or submersion at $p$ means that the differential matrix $Df$ has maximal rank at $p$. (Maximal rank of a matrix of size $m\times n$ is $\min(m,n)$.)
In general, the rank of a matrix is lower semicontinuous function of the matrix. This is because if the rank is $r$, the matrix has an $r\times r$ submatrix with nonzero determinant. By continuity, that determinant will be nonzero for all nearby matrices; therefore their rank is at least $r$.
Combine 2 and 3 to conclude that the set of matrices of maximal rank is an open subset of the set of $m\times n$ matrices.