Autodesk’s Duncan Brinsmead posts an example scene using Maya’s nParticle Emitters, some simple Fields and a Maya Fluid to create a Roman Candle Fireworks Effect complete with glowing embers and smoke for a realistic final render.

This example scene shows how one can do a realistic simulation of a roman candle including smoke. The roman candle has balls that are shot out of a tube, and as the balls burn up they shoot out glowing embers and smoke

More of an overview than a tutorial, Duncan Brinsmead describes all of the components and settings in the Roman Candle with Smoke Maya example scene covering how the burning fireballs were created and some of the settings for the glow, the embers, and effecting the embers with a wind simulations as well as how the smoke was generated in the scene. Check out the post for Maya Roman Candle with Smoke here, where you are able to download the example scene and pull it apart.