
The overlaying of rising scales, separated by octave differences, is most clearly illustrated in the score for the passage. See the score shown at the bottom of p. 184 of The Infinite Variety of Music by Leonard Bernstein (what he calls the ''grand finale of scales''). Here is the passage in question from Tchaikovsky's score:


You can see that only one octave is used for the succession of scales. But, on listening to the passage, an illusion is created of a continuously rising pitch (as in Shepard's illusion). Note: Bernstein's piano transcription of the passage (referenced above) even more clearly demonstrates this point.
There are other audio illusions in the Pathetique symphony. See, for example, the article: Dissecting the brain with sound.
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