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An illustration of how entwined they have become lies in a remarkable video that was posted on the internet by the coach-cum-guru.
More than two hours in length, it gives a rare insight of Djokovic and the search for spiritual fulfilment of someone who, when he won his fourth consecutive Grand Slam at Roland Garros, could easily claim to be the greatest sportsman on the planet.
It was shot at Imaz's base in Marbella's Puente Romano resort shortly after Wimbledon, while Serbia were losing at home to Great Britain in the Davis Cup quarter-final. Djokovic had absented himself from the tie while Murray made the trip to Belgrade as a non-playing member of the squad to lend his support.
The setting is a conference room at the hotel, with a row of six people sitting on a platform before an audience of what appears to be parents of children who attend sports courses at the hotel's facilities, including Imaz's tennis school.
In the middle of them are Djokovic and the tousle-haired Imaz, dressed in a half-open white shirt and white trousers. They are flanked by Marko and the former women's top ten player, Daniela Hantuchova.
Imaz opens by conducting a group meditation and the giving a long, rambling discourse on his philosophy of how the human soul needs to be nourished.
Djokovic then picks up the theme, with his brother acting as interpreter. 'Essentially we are all looking for love, happiness and harmony…We need to be able to look inwards and to establish this connection with a divine light,' he says.
The world's No 1 player goes on to employ a lengthy metaphor about how thoughts and emotions can be like cars in heavy traffic, and how it could be better to remove yourself up onto a hill to look down on the congestion.
Later, questions are taken from the audience, and an emotional Marko tells his story of how meeting Imaz lifted the depression he suffered after his tennis career failed to lift off like that of his brother.
'I felt free because in front of me I had a person who looked at me with just love, without judgement,' according to the middle Djokovic brother, who says that the 42 year-old Spaniard brought him closer to his family.
'Finally after four years I can tell my Dad, my Mum, my brothers, my friends that I love them.'
At times it looks vaguely like the meeting of a sect, and the more famous sibling – who spends much of the time has his eyes closed in contemplation - at one point tells of how, prior to the meeting, the group enjoyed a deep meditation together.
It is extraordinarily open behaviour from a sporting superstar who is usually careful to skirt around private issues when speaking in public, which he does in the most articulate manner in one of his five languages. You regularly from tour insiders about how he runs a 'tight ship', with little getting out.
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