When molten wax gets out of control, it often drains away from where it is supposed to be. This exposes more of the wick, leading to a larger flame, and more heat. This starts a cycle that can lead to unexpectedly large flames very rapidly. You can often blow these out if you catch them before they get out of control.
When wax gets too hot, will burst into flame, Generating more heat and causing a disastrous grease fire in seconds. Thankfully, normal burning of a candle will almost never lead to the temperatures required for spontaneous combustion. If you see a molten wax puddle is on fire, your best bet is to leave the area and call for help. These are often uncontrolled grease fires, and are very dangerous fires to Deal With.
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