I am pure "communication system engineering" person and I have no experience thyristor, a high power semiconductor electronics device. Now we can find "thyratron" by very low price at shop because mostly vacuum tube price is supported by audio maniacs. I found 2D21 by 100JPY at vacuum tube store and this time I will try to examine how it works..
Basically thyratron is a switching device which current flow is controlled by grid voltage, as the same as thyristor by gate voltage. It's a kind of nonlinear device and no audio maniacs will need this one.
I found a good example circuit of sawtooth oscillator by 2D21, and quickly made as above. I don't have high voltage (250V, 0.1 uF) tolerance capacitor so I naively tried at anode voltage of 80V.
YES, it is working. resistor and capacitor defines time constant for the oscillation, and we can get sawtooth waveform as above!