A lone saxophonist plays into the wind. The last posters flutter in the first rain. The carnival is over – or very nearly. And, just as the murmuring begins, about how the Festival (let alone the Fringe) is turning into a nonstop vaudeville, with all too little pause for thought, along comes Nietzsche, in the nick of time.

Nobody could have accused the Bavarian Radio Symphony Orchestra and Mariss Jansons of frivolity. Listen to them at tonight’s Prom, and you’ll see what I mean. There’s power and there’s profundity, but you’ll hear divine laughter there as well. For this is Jansons conducting Strauss and Sibelius – both in Nietzschean mode – and it’s magnificent.

The opening of Strauss’s Also sprach Zarathustra explodes into life. There’s nothing inflated, though, in Jansons’s view of Nietzsche and Zarathustra’s great sunrise. Yet he allows us to suffocate with hedonism as he draws an extraordinary richness from the strings of the BRSO as they contemplate the “afterworldly” joys. The momentum of man’s evolution, as depicted in Strauss’s “chapters”, is maintained. And the heady waltz finds the orchestra’s leader an ecstatic dance-master. Only the final, ambiguous wind and brass chords are just a little too ambiguous: with a bit of luck the orchestra will have found its focus by tonight.

Sibelius’s Second Symphony has also been seen as the journey of a Nietzschean hero, and whether that notion appeals or not, the BRSO certainly makes the work a convincing companion piece. Here, the rich colours of this orchestra’s woodwinds come to the fore, as well as the depth of resonance Jansons draws from the strings. As the work’s climaxes build inexorably, his understanding of the deepest inner workings of the symphony mean that no pomp and no circumstance are necessary to achieve them.

All that bloom and robust vibrato seemed a huge treat after some of the more austere aspects of the Festival’s baroque music programming – not least the morning’s concert in the Queen’s Hall in which Chiara Banchini (guest leader of the Scottish Chamber Orchestra, and here with her own Ensemble 415) played sonatas by Corelli, Vivaldi and Locatelli with subtlety and style, if not much sparkle.