Because the glow discharge is a "statistical" process, a certain amount of electrical noise is introduced into the regulated voltage as the level of ionization varies. In most cases, this can be easily filtered out by placing a small capacitor in parallel with the VR tube or using an RC decoupling network downstream of the VR tube. Too large a capacitance (>0.1μF for an 0D3, for instance), however, and the circuit will form a relaxation oscillator, definitely ruining the voltage regulation and possibly causing the tube to fail catastrophically.