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Much as I appreciated the comparison to "referential mania",
I can't agree that PF is a trap for those who search for
the otherworldly. As Brian Boyd points out in his book,
Nabokov undoubtedly put a ghost in it--Aunt Maud as a will-
o'-the-wisp, still suffering from the aphasia she got at
the end of her life (horrible idea!).
But I do agree that there's something about not being
over-explicit. Nabokov, through his wife, was indeed
clear that it can't be clear whether Zembla is real (though
Kinbote isn't its king), and what happens when you're
overexplicit is illustrated by James Merrill, a brilliant
poet whose magnum opus about the afterlife was not even
good prose. Nabokov didn't make this mistake. (Merrill
is one of the few respected writers I can think of who have.)
Nabokov was willing to create characters and their achievements
near the top of human ability, but believing in something
that transcends humanity, he wasn't willing to describe it
with necessarily human limits. So I agree that we
get something that we can't look too hard at for explicit
answers, but it can still contain ghosts or other explicit
rewards for those who want to look.
Matt Roth commented that interpretations such as yours
close off the reason to study the book closely. In
principle, that shouldn't be true. The good solver of
chess problems (not me!) enjoys not just the key, but also
the "play", including the failed attempts to mate and the
failed defenses against the key. But psychologically it
may be true of people like me. I've learned a lot from
solutions to PF that I don't agree with completely.
Jerry Friedman