Air can move things around for some dramatic photos, but on its own its pretty camera shy.
He filtered the light meant to hit the object so it was collimated.
Collimated light is light with waves that are all going in the same direction, parallel to each other.
As air gets hotter, it gets less dense.
In general, light takes a longer time to get through more dense substances than less dense.
So as the light passes through density changes, it distorts.
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