Over the years many symphonic institutions have tried, with inconclusive results. In his first season as music director of the New York Philharmonic, Alan Gilbert is pursuing a more experimental, potentially more exciting, agenda. For the New York premiere of Gyorgy Ligeti’s “Grand Macabre,” opening a three-night run on Thursday at Avery Fisher Hall, he has opted for a portable multimedia staging by the diminutive production company Giants Are Small, based in Sunset Park, a blue-collar neighborhood in Brooklyn.

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