how would a lot of these work in a spark gap tesla coil?
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Do you ever look at any Tesla coil sites? Have you ever seen a ceramic cap in a Tesla coil schematic? Not trying to be mean to you, but in this day and age, there is so much information out there for free on Tesla coils, that if you're really wanting to do this, you need to take some time and do some real research on the how and why of what is done. Instead of counting on others to answer you questions.

 

With the 4000 volt rating they might not suffer from voltage breakdown, but in a Tesla coil there is also a fair amount of current, which requires capacitor bulk to dissipate the heat. So they might work in a lower powered device, for a while. Probably worth experimenting with, though.