Hi Eli,
You might need to explore PyroClusters.
Edit: Wrong answer, in terms of your question based on “Broadcast”. Over the last two decades there were too many changes to keep track, I had to go here
http://www.maxon.net/en/products/general-information/general-information/product-comparison.html
to see what is possible.
So, Broadcast has no Thinking Particles.
The Standard particles can use, e.g., spheres with a Noise and Fresnel shader on it, this can help to produce a fog like appearance. Not idea or state of the art, but used often to cut down render times and get results quickly. /edit
I have attached a rough sketch, with two simple ideas, based on the Standard Emitter. It might need a higher Render Settings>Options>Ray depth. It is as well set up way too fast, to make a point. A rough sketch…
All the best