The capitalisation is to use lower case except for proper nouns. What is a proper noun? 'Proper nouns are nouns representing unique entities (such as London or John), as distinguished from common nouns which describe a class of entities (such as city or person)'
(I've never actually seen anyone write "Natural Logarithm")
'Natural logarithms' are a class of things not the actual thing. This is a common noun and so should not be capitalised.
The question as to the capitalisation of 'Prime Number Theorem' falls on whither this is a name for a unique entity or a group of entitles. Is it a proper noun or a common noun?
An easy test (but not fool proof) is to look at the article that precedes the entity.
- If you would start the article, 'A prime number theorem is a...' with an indefinite article, then it's probably a common noun and is lowercase all the way.
- If you would start the article, 'The Prime Number Theorem is...' with a definite article, then it's probably a proper noun and should be capitalised.
This can get confusing because sometime words can be both proper and common nouns. The decision of which it is depends on the content in which it is used. For example 'prime number' is a common noun. This is a group, a collective term for many entities. 'Theorem,' on it's own, is also a common noun, referring to all theorems. However, 'The Prime Number Theorem' might be a common noun.