If you have a need for a DIY 30KV power supply have a look at this one that Daniel Eindhoven from megavolts.nl has built! You may have to scrounge for the parts for a few years though since it took 30 microwaves to get the needed parts. If you are thinking that you remember the name you are right, Daniel is also the one who brought us the MV CoilMaster Mark1 Coil Gun.
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is it a marx’ generator?
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No its a voltage multiplier circuit built from diodes and capacitors.It still fires like a marx because when the voltage gets high enough it just flashes over with a bang(you could pull a arc if you added a resistor). Max generators are not practical yet at only 1kV, but you could run a marx generator on the output of this thing and multiply the 30kV in to 100s of kV. (I would like to see one hehe)
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The diffenence is that a marx generator only gives an impuls voltage, while this multiplier deliveres a nice dc value (unless shortened like in the video).