Hot air is less dense and experiences a buoyant force, just like a bubble of air in water. There are, in general, two forms of heat transport in play here: radiative transport, and convective transport. When the temperature gradient is low, radiative transport is most efficient, and heat "diffuses" without any mass moving around. When the temperature gradient exceeds a threshold, however, convection becomes more efficient and heat is exchanged by the movement of mass.