Why did so many places only had writing after being conquered by a major empire?

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In Central Asia the pattern is actually the other way round quite often: Literacy is acquired (and writing systems are developed) by the conquerors. See Turkic, Khitan (small and large), Tangut, or Mongolian.

The reason is that writing is a technology that, although easily transmittable, is much more useful to some societies than to others. Literacy is mainly useful for record-keeping (say in a bureaucracy or in complex trade arrangements) or for transmitting important religious texts. If a society has neither a bureaucracy, nor complex trading systems, nor a need to transmit religious texts, it will usually not need writing.

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