Layers
The farther the distance, the more this phenomenon happens. The foliage in the foreground is the same as on every ridge in the distance, but look at the difference in color, light, and contrast.
Air contains water molecules. There more air between you and the object, the more molecules there are to refract blue light, creating this effect. It will not be as dramatic in an arid place. Here in the Smokies it shows up much more than in the Grand Canyon.
Blue
Objects in the far distance appear more blue.
Purple
Far enough away, and objects can appear purple.
Lighter
Objects in the far distance appear lighter. The same terrain can appear much less dark and dramatic with the effect of atmosphere.
Mix white with your blue/purple to get the right color.
Contrast
Values are less contrasting in the distance. The values (lights and darks) of the snow and pine trees on the mountain would normally be much more contrasting than the greens in the foreground. The effect of the distance makes them less so.