The type of capacitor would be critically important when considering the value of resistors in the circuit provided by Bimpelrekkie.
For the older technology electrolytics, these were notoriously leaky, and the leagage value varied in the capacitor even when "good". And especially at the voltages proposed, for this older technology, about 450VDC was always the upper limit for continuous voltage across one (and such a capacitor would have been rated at 450VDC). They could usually take a peak of a fraction over 500VDC but above that you would expect a spectacular blow-up. These electrolytics also relied on a very thin layer of insulation as the dielectric, coated by chemical action on to thin aluminium by an electrolyte soaked into absorbant material. The aluminium was one capacitor plate, and the electrolyte was the other "plate".
On that basis, even given the above circuit which certainly includes safety features, I personally would expect a spectacular "blow-up" of one or more capacitors - and quite soon. I would not use such a circuit in anything I designed, for I would never be able to trust it in a real-world operating situation. To try and make things a bit more reliable though, I would reduce the equalizing resistors to 100k each and this would make a better job of "combatting" the changeable and sometimes "low-ish" internal resistances of each electrolytic.
It does strike me that the only practical intention for either circuit above, is to "form" the dielectric in each capacitor by feeding the high voltage through a current-limiting resistor (the 100 ohm ones). The dielectric is formed by electrolytic action inside the internally damp capacitor forming the insulating layer on the aluminium plate.
I did see a specification, source forgotten, many years ago which gave a typical tolerance for the capacitance of electrolytics as being from up to -50% to + 100% (I concede they were probably "making a point") in spite of the + or - 20% that manufacturers stamped on the devices.
Combined with their leakiness, my strong advice for what you want to do with these electrolytic capacitors is, "DON'T do it, you will never be able to trust it for a minute".
If they "work" once formed by the above circuit, the capacity will drift all over the place, so no good for L/C or R/C filters, and besides, traditional electrolytics are no good for high frequency response, although perhaps I'm talking of them being worthless for filters at frequencies maybe over 100kHz, from memory. Besides, by their very nature they have a poor ESR (effective series resistance) even, again, when "good".
If you have the space, use a high voltage "oiled-paper" capacitor. Physically a lot bigger, but highly trustworthy.