Three things:
Firstly a safety warning, that is a HIGH Pressure lamp (Probably ~30ATM when running) and these things are known to fail 'energetically', leather apron, chainsaw trousers and a full face mask is indicated when working around short arc Xe (Also, they are an ocular hazard and some lack UV filtering).
You will need a lot of cooling air at considerable pressure, overheating will also cause an explosion.
The usual approach to firing these up is with a series injection igniter transformer with the primary driven by a spark gap/cap discharge arrangement, it is helpful to arrange to dump a cap charged to several hundred volts thru a few tens of ohms into the lamp as it strikes in order to initially heat the surface of the cathode to overcome the work function.
Supply is DC, from a current source, with relatively low ripple, and welding sets have been used for the purpose upon occasion (With additional cap banks and igniter/boost supplies), 12 pulse rectifiers with inductive ballast were the way it was historically done (Modified carbon arc supplies were commonplace in older cinemas).
Have fun, but be careful out there, these things are high energy systems.
Regards, Dan.