NEW DELHI, India (Reuters) -- Voters in three key India states handed a stinging rebuff on Saturday to Prime Minister Atal Behari Vajpayee's Bharatiya Janata Party (BJP), which took power eight months ago.

The BJP conceded defeat in elections to state assemblies in Delhi and the western Rajasthan province to arch rival Congress and was headed for a narrow defeat in the largest Madhya Pradesh state where pollsters had expected the party to do well.Both Rajasthan and the capital Delhi were regarded as strongholds of the Hindu nationalists, who in a stunning rise from near obscurity in the 1980s, seized power in national elections last spring.

A tired-looking Vajpayee said the state vote was a "surprise" but his government was safe.

"To say on the basis of these results that power should change hands at the center holds no meaning," he said.

Vajpayee said the state election results did not change the arithmetic in parliament. "We will prove our majority in parliament."

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Parliament's winter session opens on Monday, and a resurgent Congress and the communists, both bitterly opposed to the Hindu nationalists, planned to turn up the heat on Vajpayee's shaky coalition.

"It is the BJP's complete failure to govern," United News of India quoted Congress President Sonia Gandhi as saying.

"Let the pieces fall on the ground, the BJP government is on the job of toppling itself," a jubilant Congress spokesman Mani Shankar Aiyyar said.

The Congress swept to power in Rajasthan where the BJP had held power for nearly eight years. Local news agencies said the Congress had won an absolute majority in the desert state where in May Vajpayee's coalition conducted a series of nuclear tests.

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