Smoke alarms go off now that we have a gas stove didn't when we had electric
There are a variety of types of smoke detectors. Those that are most prone to being set off in the way you describe are the ionization type. As you burn gas on your range or in the oven, it produces carbon dioxide and water vapor, both of which can trigger the sensor on an ionization-type smoke detector. These detectors are, however, cheaper to buy and operate as well as more sensitive to fast burning fires that produce little visible smoke.

In areas such as the kitchen or directly outside of a bathroom with a shower it is advisable to use a photoelectric smoke detector in order to avoid false alarms.  These detectors are triggered when visible smoke interrupts a light beam, so they are better at detecting smoking, smoldering fires.

Other tips:

Always use the exhaust fan: Cooking is one of the biggest sources of indoor air pollution, so use your vent hood.

Make sure the detector you are tripping isn't a dual smoke/carbon monoxide (CO) detector.  Improper combustion from a gas range or oven can create carbon monoxide, an odorless, colorless, poisonous gas. If it is a dual detector and you decide to replace it, make sure to install a dedicated CO detector in the kitchen area. If it goes off you will need to have your range and oven serviced or replaced.

http://depletedcranium.com/the-war-against-ionization-smoke-detectors/