My idea is to amplify signals from TMP36 (temperature sensor), give it
to AM transmitter, use a ADC (i.e. Arduino) at receiver side to
convert output of AM receiver into digital signals
It won't work the way you describe. Your proposed method implies you take a slow moving signal and modulate a carrier. This will just be a carrier with some slight changes in amplitude when temperature changes.
At the very least you need to transmit 3 levels to adequately recover the analogue signal from amplitude modulation. However, as you wish to end with a digital value it makes sense to modulate with a digital signal up-front.
Now, because you are transmitting digital information you can send two amplitude levels and the simplest is OOK or on-off-keying. But it's a little more complex than just sending binary levels to modulate a carrier. You will need an ADC and possibly a small micro that can take the analogue value and convert it to a bit stream (maybe 8 bits or 10 bits).
You won't need to send it continually so you package up the "value" with a preamble to allow your receiver to "lock-in" its AGC (automatic gain control) to the received strength of the signal. The preamble will need to be recognizable from the data and it probably would help if the final part of the preamble was a special character like an address so that if you had ten of these transmitting you can differentiate which one it is.
Then you send your data and finally you might add something like a checksum. You could transmit the temperature data three times and ignore any "byte" that doesn't tally with the other two bytes. This gives some resilience against corruptions.
You'd pretty much use the same method if you were using FM - the preamble gives the receiver time to lock-in its data-slicer to the average carrier frequency and the rest is history so to speak.
A lot of car locking mechanisms use AM and they transmit a code that represents the special number of that particular vehicle. The receiver is expecting that code and no other. There will be a code for open and code for close and maybe one for opening the boot/trunk.
FM is up to 6dB more resiliant than OOK because its transmission is there 100% of the time whereas AM OOK is "on" then "off" etc..
The receiver is more complex/spohisticated than the transmitter so don't underestimate the difficulties in getting this side working.
Pulse modulation can be described as OOK but if you mean pulse-position modulation this can also use AM OOK and you decode the analogue value from the gap between the correct pair of pulses i.e. you need a reference pulse-pair and then your analogue voltage positions a third pulse.