tpetar's picture is more typical of a ballast device although electronic versions exist. It's as large inductor which uuses it's reactance to limit the lamp current. The capacitor is there only for power factor correction, it doesn't play any part in the lamps operation.
The BT137 is a triac, rated at 500V and 8 Amps, made by Philips. The numbers indicate it was manufactured in week 31 of 1980 so it gives some idea of how old the lamp is. I'm going to guess the orange and white component is a thermistor and it works just like a domestic light dimmer but does it automatically. If I'm right, as the thermistor warms up (heat from the triac and lamp) it has the same effect as turning the brightness control up on a conventional dimmer. So when cold the power is limited and the lamp "soft starts", dim at first then slowly increases to full power. If full mains is applied directly to a cold Halide lamp it can cause them to explode.
Modern systems have an additional protection that soft-starts them every time the power is cycled, even if it was only interupted for a moment. You must be careful with yours because if the thermistor is still warm it may not limit the current enough. It all depends on which cools down fastest, the thermistor or the lamp itself.
Brian.