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Out of the three marks of existance, 'dukkha' or 'sufferring' and 'annicca' or 'impermenance' are directly understood as a day-to-day experience as well as through the intellect.

However 'anatta' or 'no-self' is neither a normal day-to-day experience nor can it be intellectually understood.

I know that in the first Jhana, 'anatta' is a direct experience, but for those who have not yet reached the state of Jhana how can one cultivate the perception of 'anatta' such that it helps to move towards Jhana? How can one be mindful of 'anatta' off the cushion?

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Well, it's actually not that difficult. Stop thinking in terms of persons and start thinking in terms of information, tendencies, and influences.

When you see a person doing something, don't think: "this person has decided to do this and that". Instead, think in terms of influences: there were these circumstances that formed this view and led to this behavior.

Similarly, when you think about yourself, don't think "I have decided to do this and that". Think, "here are the habits, here are the influences, here are the attachments, here are the stereotypes, here are the reactions, here is the knowledge of Dharma - and here's the behavior emerging from the interaction of all of the above."

For those who prefer official Theravada terminology, think in terms of skandhas. The key thing to understand is, they are not found inside a person. They span people and time.

And of course, the most essential Anatta practice of all: never acting to benefit one's ego.

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