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Many musicians are known for having periods of intense practice (over 10 hours daily).

I tried this method few times, probably got a lot better (assuming third person perspective), but I'm never happy with my pace. I want to 'execute' Jamey Abersold book on improvisation but last time it was just too hard to properly 'execute' (as opposed to jamming around some nonsense in particular chord progression) the exercises. I assume this was wrong thing to do or just done at a wrong level. The other time I had really demanding teacher that probably failed to lower difficulty threshold for me.

What kind of practice works best at this level of intensity (what/how did they practice for that long)? How long can I expect to sustain this kind of effort? Does law of diminishing returns apply if I stay concentrated?

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All types of practice work well at that level, the key is to not spend too much time on any one thing.

Different practice topics are draining in different ways so change between practice types often to maintain concentration, also take regular breaks.

e.g.
-practicing scales, arpeggios and chords is physically draining but not mentally.
-Sight reading is mentally draining but physically undemanding (Or at least it shouldn't be, sight reading practice is most effective when the music is well within your technical limits)
-Transcribing is mentally draining but in a different way to reading as you use your ears not your eyes.
-Improvisation can be either, keeping up with a song that is harmonically complex can be mentally draining, playing over a very fast, harmonically simple song can be physically draining. And so on and so forth for other practice topics...

You should remain aware of this while practicing and vary your regime accordingly. If you feel mentally drained after playing over Giant Steps, practice some scales to 'relax' your mind.
If you want to work on your reading skills but aren't feeling very sharp mentally, play easy pieces at a higher tempo to combine reading practice with technique practice.
If you want to practice arpeggios but find them boring try playing arpeggios over songs you are familiar with. If you really don't feel like practicing at all, put on your favorite records and just play along, maybe the one passage you've never quite perfected will inspire you to practice a particular technique.

One thing that is sure to burn you out is just sitting down and trying to spend hours on one thing. Many books can literally take years to get through. There are no short cuts, work hard, work often.

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