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Atmospheric Changes
Stars appear to twinkle because of changes in the atmosphere, including density, wind and air pockets. To understand this process, it is necessary to understand some properties of light. Light travels in waves. If nothing blocks the light's path, it will travel in a straight line at a consistent speed. However, through a process known as refraction or bending, light traveling to Earth changes speed and direction as it hits various atmospheric densities. If light were refracted in a nonmoving atmosphere, a star's position would appear slightly altered, and it would not appear to twinkle. However, because winds cause atmospheric air to move, the star's position appears constant and starlight appears to twinkle.
Light Waves
At times, stars appear to change color as they twinkle. Refraction causes this color change as well as the twinkling. Colors that have longer wavelengths, such as red, are less prone to refraction than colors with shorter wavelengths, such as blue. Because the colors are refracted differently, they travel at slightly different speeds and reach an observer's eyes at slightly different intervals. Thus, stars appear to change color as they twinkle. The more turbulent the air that starlight travels through, the higher the amount of refraction.
Size
Keen observers notice that while stars appear to twinkle, planets generally don't. Stars appear as small points of light, so any refraction affects their appearance. Planets are larger and lit by a variety of sources. This makes them appear as disks instead of as points. Because of their larger size, planets appear consistently lit even when light is refracting off their surface. However, on a night when the air is extremely turbulent, even certain planets will appear to twinkle.
Location
A star's location in the sky affects the degree to which it appears to twinkle. Starlight that passes through a greater distance of atmosphere encounters a higher variation in air density than starlight traveling less distance. The increased variation in air density increases the amount of light refraction and subsequently increases the amount that the star appears to twinkle. This is why stars that are closer to the horizon will appear to twinkle more than stars directly overhead.
Alternate Theory
Although people have theorized that molecular gasses bordering the solar system cause distant stars to twinkle, space expeditions have largely disproven the theory. If the twinkling were caused by factors outside the solar system, then stars would still appear to twinkle as astronauts exited Earth's atmosphere but remained in the solar system. However, when astronauts leave Earth's atmosphere, the stars no longer appear to twinkle. Thus, factors inside Earth's atmosphere cause the twinkling.