The conductor Michael Tilson Thomas returns to New York with another of the ensembles with which he has had career-long associations. He opens the program, part of Lincoln Center's Great Performers series, with Four Interludes from Britten's "Peter Grimes" and ends it with Sibelius's Second Symphony. In between, of special interest, the virtuosic, thoughtful pianist Yuja Wang will be the soloist in Gershwin's Concerto in F.