When something burns, particles from the original substance react with the air when heated to produce more heat, light, and also smoke as biproducts. When you blow out a candle, that reaction is no longer taking place. Residual smoke rises from the wick because the wick is still losing particles as well as wax, but they have not reacted with oxygen to produce light. You can heat those up with a lighter, and the reaction continues like a chain down to the original wick
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