NEW YORK—For the past four decades, the Providence Friars have been coming to Madison Square Garden to play the Big East Tournament. But in a sense, they’ve never really been here before. Not as the No. 1 seed, anyway. As the conference celebrates 40 years at “The World’s Most Famous Arena,” the 11th-ranked Friars enter as regular-season champions for the first time following an unexpected thrill ride that’s captivated tiny Rhode Island. “The letters I’ve gotten from families, from season-ticket holders, from alums—it’s really rejuvenated a city, coming out of the pandemic. Everybody’s just so excited,” said coach Ed Cooley, who grew up in Providence. “It really has connected a bunch of bridges.” It’s not as though Providence has no proud history. The school made Final Four appearances under Hall of Fame coaches Dave Gavitt (1973) and Rick Pitino (1987), and owns a pair of Big East Tournament titles (1994, …