Board Thread:General Discussion/@comment-128.151.150.18-20161013025548/@comment-28288412-20161013223635

Heat causes air particles to spread out and thus makes them less dense, this leads to it rising higher than denser air. As it rises it begins to cool and thus becomes more dense than the air below it which would be heating up (using in this example, the heat source is located below), causing it to go back down and the other air to rise. This is a current.

There are other factors such as pressure I imagine, but this how I understand such things to work from my recollection. I known this is definitely the case for liquids and I do recall it being the same for gases (this is how hot air balloons work if I remember right).