If you have a recessed light that shuts off and then comes back on after a few minutes, this is because the thermal overload unit has been triggered to turn off the light because too much heat is building up. This could happen because the bulb wattage is too high.
Another common reason is that the fixture is in direct contact with insulation, which will cause it to become too hot. If the lights in a bank of recessed lights go off, then it is likely an issue with the wiring, and you will want one of our qualified Denver residential electricians to determine the issue and solve the problem.