Re: How to improvise on Mandolin?
That is a straightforward and fair question, Jim. There may not be a simple answer. Years ago I had a great guitar teacher who helped me improve my skill at improvisation on that instrument. He approached it as a series of skills that could be developed and refined over time with study and practice. These include scales, arpeggios, the techniques of hammer-ons, pull-offs, slides and slurs, note bending (less relevant to mandolin, but tremolo would be a good substitute skill in the mandolin world), memorizing fiddle tunes (to deeply embed the phrasing and bits of melody into muscle memory), learning solos note-for-note (to internalize the way that great solos make a musical statement with beginning, middle, and end). There are probably some great soloists who built their chops up mainly by ear, playing and practicing enough that the fretboard pathways opened up for them and they developed a rich musical language. But I expect that most of the real contemporary masters - Grisman, Reischman, Bush, Thile, Lester, Lawson come to mind - understand how major and minor diatonic and pentatonic scales overlay with chord progressions to create the rich melodic solos they create so effortlessly (or so it would seem). A little theory really does go a long way. There is a book/CD publication that covers this topic in a lot of detail. Maybe you can find some helpful information there.
"Well, I don't know much about bands but I do know you can't make a living selling big trombones, no sir. Mandolin picks, perhaps..."
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