The rising of warm air and the sinking of cool air. Heat mixes and moves air. When a layer of air receives enough heat from the Earth's surface, it expands and moves upward. Colder, heavier air flows under it which is then warmed, expands, and rises. The warm rising air cools as it reaches higher, cooler regions of the atmosphere and begins to sink. Convection causes local breezes, winds, and thunderstorms.
Source: NASA (http://earthobservatory.nasa.gov/Glossary)