Discrete state Markov models have proven useful for describing the gating of single ion channels. Such models predict that the dwell-time distributions of open and closed interval durations are described by mixtures of exponential components, with the number of exponential components equal to the number of states in the kinetic gating mechanism. Although the exponential components are readily calculated (Colquhoun and Hawkes, 1982, Phil. Trans. R. Soc. Lond. B. 300:1-59), there is little practical understanding of the relationship between components and states, as every rate constant in the gating mechanism contributes to each exponential component. We now resolve this problem for simple models. As a tutorial we first illustrate how the dwell-time distribution of all closed intervals arises from the sum of constituent distributions, each arising from a specific gating sequence. The contribution of constituent distributions to the exponential components is then determined, giving the relationship between components and states. Finally, the relationship between components and states is quantified by defining and calculating the linkage of components to states. The relationship between components and states is found to be both intuitive and paradoxical, depending on the ratios of the state lifetimes. Nevertheless, both the intuitive and paradoxical observations can be described within a consistent framework. The approach used here allows the exponential components to be interpreted in terms of underlying states for all possible values of the rate constants, something not previously possible.