I just recently purchased a hid conversion kit for the 9006 low beam on my escalade. When I installed the kit and I turned the light switch on. The bulb would just light up for a sec and then make a buzzing noise. There is no mention of this in the manual for the kit and that is why I am wondering if anyone has had this same prob. Thanks in advance.

Who makes the kit? First thought is a ballast problem.....

Or being HID, could there be a capacitor and starter along with the ballast?

Something could be getting grounded somewhere, the ballast could be toast, or very very likely is a bad ignitor (which if its part of the ballast might as well be the ballast anyway). Do both sides fail to light, or just one? One other possibility is that its not getting enough juice at start-up. These things claim lower operating voltages than Halogen which is true EXCEPT for the initial surge at startup and warmup... If the cars wiring or junction block cant handle the load, the lights will be starved for energy.

I agree. It could be the ignitor, which is a starter, or any weak link en-route to the HID (high intensity discharge) lamp. Halogen is the same, in that they are both high intensity discharge. Close examination of all contacting conductors along the route seems like the best option for initial troubleshooting. That's standard, before replacing parts. With the right diagnostic tools, each part can be checked after checking connections, if possible. Then there is no guess work and replacing of good parts.