Mr. Lintu, a rising young Finnish star, showcases the world’s favorite ballet music from Tchaikovsky’s version of a Russian legend of enchantment, deception, and love triumphant. The all Russian theme continues as the virtuosic sparkle of Ms. Murray — last seen here in a brilliant performance in 2005 — is paired with Glazunov’s perennially popular violin concerto. Shostakovich’s genius first asserted itself in his brilliant First Symphony, composed as a graduation piece at the famed St. Petersburg Conservatory.