  Given a Riemannian manifold M and a hypersurface H in M, it is well known
that infinitesimal convexity on a neighborhood of a point in H implies local
convexity. We show in this note that the same result holds in a semi-Riemannian
manifold. We make some remarks for the case when only timelike, null or
spacelike geodesics are involved. The notion of geometric convexity is also
reviewed and some applications to geodesic connectedness of an open subset of a
Lorentzian manifold are given.
