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Much of this is going to depend on what aspect of the story you find particularly compelling. Given the fact that Oates' characterization of her protagonist is so rich and the emotional frailties that exist between people is something to Oats is both attracted and skilled, there is much there. I think that an avenue that is worthy of pursuit would be for you to discuss the character of Sister Irene and her "region of ice" in terms of possessing emotional control. Sister Irene's character is one that prefers the contained emotional environment of her own carefully designed and configured world. Allen is a creature that challenges Sister Irene's own emotional balance. Consider the quest to see Allen's parents. At the start of it, Sister Irene "feels an intense affinity with the mysteries of Christianity and the sufferings of Christ." This reflects a dimension of her own world that is uncontrolled, a realm to which one must leave the cloistered domain of design and control to probe the purest depths of human suffering. However, faced with the inertia of both Allen's parents and her own willingness to probe deeper into this realm, Sister Irene resigns herself to departing this realm, opting instead for the comfort of her own world, her own region of ice. This emotional exploration might be a realm where a rich thesis statement about the need and limitations of connection in the modern setting could be explored. Sister Irene's character provides enough in way of finding examples and textual support for such a thesis statement.
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