It is one of those lines that are repeated throughout the play. Beckett builds his drama on a subtly repetitive structure of intra-textual referentiality. 'Nothing to be done', is not only the opening line of the play as spoken by Vladimir but it recurs through the play and is repeated by Estragon later. It is used to strengthen the bond between Didi and Gogo, the 'pseudocouple' on the level of speech-event and indicates their unitary figuration in the play.
The point to note is the passive grammatical construction of the line that connects with its thematic and philosophical stress on Man's passivity in a world of divine absence. God, as in Christian terms, is the sole active agent in an otherwise passive world and in his absence, there is very little to do apart from passing the time with the insignificant actions e.g. the hat-routines of Didi nad Gogo, their sterile, unfinished acts of storytelling, discourse in general and so on. 'No-thing' philosophically connects with the Sartrean notion of 'non-being' as well as beckett's own idea taken from Greek antiquity--"Nothing is more real than nothing". It also implies an exhaustion of the logical and ego-enabling process of meaning-making in life. As Deleuze famously said, Beckett's characters 'exhaust the combinatorial'. Vladimir's opening line is located at the dead-end of his life-long rationalist quest for signification. Vlkadimir, as Deleuze would say, cannot even 'possibilitate'. The triviality of human action, as expressed in the line also couples with a self-fantasized waiting for a significance of life, that is never to arrive.
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