Sometime in the mid-second century A.D., Lucius Flavius Arrianus—a Greek-speaking prominent Roman citizen from Nicomedia, in northwest Asia Minor near the Bosporus—wrote a history of Alexander the Great’s eleven-year-long “march up country” that began with the invasion of Persian Ionia and ended some 3,000 miles distant at the Indus River. The well-connected and well-read Arrian tried to emulate formal classical Greek prose of a distant age, and he probably modeled his history of Alexander after Xenophon’s more famous Anabasis, which chronicled a far earlier Western march of the mercenary Greek “Ten Thousand,” who in 401 B.C. fought their way home from Babylon after the death of their boss, the Persian would-be royal usurper Cyrus the Younger.

Nearly five hundred years after the death of Alexander, in the age of the emperor Trajan, the creator of the Hellenistic world still held the...