Hot air balloons are based on a very basic scientific principle: warmer air rises in cooler air. Essentially, hot air is lighter than cool air, because it has less mass per unit of volume. A cubic foot of air weighs roughly 28 grams (about an ounce). If you heat that air by 100 degrees F, it weighs about 7 grams less. Therefore, each cubic foot of air contained in a hot air balloon can lift about 7 grams. That's not much, and this is why hot air balloons are so huge -- to lift 1,000 pounds, you need about 65,000 cubic feet of hot air.
If you mean a hot air balloon, it is the expansion of the air caused by the burner.