If entirely coincidental, it would be extraordinary. But if it's cause-&-effect then it's completely, mundanely ordinary.
What thing that people can do, particularly things which call for some kind of concentration or effort or deliberate choice, has ever existed that was not affected by whether or not they thought they could do it?
I don't know exactly what you mean by "physical" or why you figure it's necessary, but, skipping around that word, yes, believing that a particular altered mental state can really exist and can be entered voluntarily under certain circumstances does, in fact, increase one's odds of being able to do so. I sometimes choose to go into a state that I can only describe as having certain traits in common with sleep but not others so it's really distinct from both that and being awake. I originally discovered it in circumstances where I was sleepy and probably about to go completely asleep but was also very time-constrained and needed to be awake soon, and whether it would happen or not in any given instance was at first sporadic and accidental. Only after I started thinking of it as a third state, neither truly awake nor truly asleep, that was more likely to happen in one situation than in another, did I gain enough control over it to be able to do it practically at will as long as the circumstances aren't too thoroughly wrong for it. I obviously couldn't do that if I didn't believe the third state exists; even if I tried, the doubt in my mind would mean my mind wasn't really doing what it needs to do to get it to happen; I'd just be pretending. It's pretty obvious, really: of course you couldn't alter your own mental state if you didn't think you could. The concept of putting your mind in a state you don't believe exists doesn't even make any sense. It would be essentially trying to tell yourself to agree with an idea you don't agree with.
You seriously could not get any more perfectly ad hominem than that, which means your argument could not get any more perfectly invalid than that. Try making an actual point on the actual subject. Find and point out actual flaws in the actual neurological studies. Who told you about them and linked to them simply could not possibly count.