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The differences are mostly ceremonial. Auxiliary bishops are still ordained bishops and have all of the episcopal faculties of Bishops (for example the ordination of priests and deacons) and should they end up being given their "own" diocese there wouldn't be another level of Holy Orders conferred on them. They can say Mass in the Cathedral but some of the ceremonial details differ. They are not ordinarily allowed to do the "big" ceremonial stuff in the diocese...like the ordinations of priests unless they are given permission by the Bishop (for example if an ordination was scheduled and the Bishop was very ill, one of the auxiliaries might step in for him). Their actual duties would be assigned to them by the archbishop of the Dicocese to which they were attached.
From Catholic Encyclopedia:
The criminal and important causes relating to auxiliary bishops are reserved to the Holy See, those of lesser moment to the Congregation of Bishops and Regulars. By virtue of the office of auxiliary he has a perpetual right to a pension suitable to maintain the episcopal dignity. This is to be paid by the diocesan from the diocesan revenues. The amount of pension and source from which it is to be obtained is generally specified in the Apostolic Letters of appointment. He can hold any benefice he had before and acquire a new one after his consecration, as the office of auxiliary is not a benefice. He enjoys the same honorific privileges (with a few exceptions, viz. throne, cap pa Maegan, Mozart, and Rochette worn without mantled,tatd crosier), pontifical ornaments, and titles, as does the diocesan. He can and must use the prelatial dress, as in the Roman Curia, to wit: rochet over the purple soutane with purple mantelletta, in his attendance in the cathedral, where he has precedence over all other canons and dignitaries, as to choir stall and functions. When he is celebrant in pontifical functions, the canons must assist, but in the usual canonical dress, except ministers in sacred vestments. Not all the canons are bound to meet him at the church door, as he enters to celebrate pontifical Mass. During the ceremony he is assisted by a canon as assistant priest, and deacon and sub-deacon in sacred vestments. He has no right to the usual two canon-assistant deacons, nor to the seventh candlestick, nor to the usual reverences of the canons at Kyrie, etc., nor the use of the throne or crosier unless by special permission. He uses the faldistorium. He can use the crosier with the special permission of the diocesan, and when he officiates at ordinations, consecrations, and other pontifical functions, during which the rules of the Pontifical demand its use (Caeremon. Epis., I, xvii; Decret. Bracharen. Sept. 1607). It is proper, however, that he impart the episcopal last blessing. He cannot bless publicly the people as he wends his way through the city. It is forbidden him to make visitation of the cloister of nuns without express permission and command of the local prelate. Canons are bound to kiss the auxiliary's hand when he gives them Holy Communion on Holy Thursday, and assist him in consecrating Holy Oils, conferring Holy Orders, and in all sacred functions strictly episcopal, which he performs for his diocesan. If he be a canon, he is subject, as the other cathedral canons, to diocesan law and the penalties attached to its violation. If the diocesan and the auxiliary assist simultaneously at Mass, the sub-deacon must not give the latter the pax before the canon-assistants at the throne have received it from the bishop ordinary. When the diocesan assists at Mass, or Vespers, the auxiliary must leave his stall and join the other canons in making the prescribed reverences before the Kyrie, Gloria, etc. Should the celebrant be the diocesan, assisted by the chapter in sacred vestments, the auxiliary can wear a cope and a linen mitre (with consent of the local), which latter he must take off and put on by himself. It is expedient that he substitute another in his turn for the Missa Cantata, as he cannot use a faldistorium and pontifical vestments without consent of his diocesan.
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