Back to Two Questions re "Pale Fire"

I think I can answer the first question now: Yes, Pale Fire is very much connected to Nabokov's work in translating "Eugene Onegin." I dug up this lengthy essay (by Molly Lehman) pointing to that conclusion rather quickly:

http://mollylehman.wordpress.com/literary-criticism/vladimir-nabokovs-pale-fire-and-the-role-of-the-literary-annotation-in-reading/

A quote from her text:
We can begin to see, then, how Nabokov’s exploration of the literary footnote in Eugene Onegin could expand itself into a fictional work like Pale Fire. The novel appeared in print for the first time in 1962, five years after he finished the translation, and indeed, John Lyons has noted that “He [Nabokov] worked on his edition of Eugene Onegin and Pale Fire simultaneously, and no doubt the first was in large part the inspiration of the second.”  For Nabokov, spurred by his work on Eugene Onegin to experiment further with the possibilities of literary annotation, Pale Fire seems to have been a way to continue his investigations in a different venue, one which allowed him greater control of the interactions between text and commentary.  In Pale Fire Nabokov could construct a fantasy version both of the commentator in Charles Kinbote and of the poet in John Shade.  By operating within the realm of fiction, Nabokov was freer to make his discoveries about the links between author, reader, text, and commentator.
***


Re Question #2: Though I quickly found others talking about the similarities between Nabokov's Pale Fire and O'Brien's The Third Policeman, I was unable to find anything about a direct connection.

And chronologically perhaps it was an impossibility (I just checked: though written around 1940, The Third Policeman wasn't published until after O'Brien's death in 1966--and Pale Fire first appeared in 1962).

Oh, well.

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