Theory:

One of the prominent and interesting applications of heat convection in the air is sea breeze and land breeze.
 
Land breeze and sea breeze are examples of heat convection in the air medium; the people who live near the shore can feel this interesting and natural phenomenon.
 
Let us look into these two phenomena.
Sea breeze:
During the daytime, the land gets heated faster than the water. Then the air over the land becomes hotter and rises. The cooler air from the sea rushes towards the land to take its place. This flow of air from the sea to land is called the sea breeze.
  
Land_and_Sea_Breezes.gif
Fig. - Land and Sea breezes
 
Land breeze:
We have seen earlier that during the daytime, sea breeze happens whereby the air flows from the sea towards the land. This process gets reversed during night-time.
 
At night the seawater cools down more slowly than the land. Now, the cool air from the land moves towards the sea. And, this process or way of heat transfer is known as a land breeze.
 
In both the sea and land breeze, the transfer of heat happens in the air. It is a classic example of the convection of heat that occurs in the air.
Reference:
NCERT textbook: http://ncertbooks.prashanthellina.com/class_7.Science.Science/Ch_05.pdf
Image credits:
Sea breeze: https://commons.wikimedia.org/wiki/File:Land_and_Sea_Breezes.gif