  The onset of convection in a rapidly rotating layer in which a thermal wind
is present is studied. Diffusive effects are included. The main motivation is
from convection in planetary interiors, where thermal winds are expected due to
temperature variations on the core-mantle boundary. The system admits both
convective instability and baroclinic instability. We find a smooth transition
between the two types of modes, and investigate where the transition region
between the two types of instability occurs in parameter space. The thermal
wind helps to destabilise the convective modes. Baroclinic instability can
occur when the applied vertical temperature gradient is stable, and the
critical Rayleigh number is then negative. Long wavelength modes are the first
to become unstable. Asymptotic analysis is possible for the transition region
and also for long wavelength instabilities, and the results agree well with our
numerical solutions. We also investigate how the instabilities in this system
relate to the classical baroclinic instability in the Eady problem. We conclude
by noting that baroclinic instabilities in the Earth's core arising from
heterogeneity in the lower mantle could possibly drive a dynamo even if the
Earth's core were stably stratified and so not convecting.
