From the Huns through the Mongolians, why were nomadic people from the east able to create such havoc in Europe? Was it an endless 'first mover' advantage with horse domestication? Was it a higher protein diet relative to the more farm-centric Europeans? Why weren't Celts, Ostrogoths, Teutonic knights, or Slavs pushing east? Were Europeans just wasting all their expansive energy on the Crusades?
You might also ask why these people from the steppes also created so much havoc in CHINA. Because they are really two sides of the same coin. In "economic" terms, there are two reasons: 1) "comparative advantage" and 2) "incentives."
To use a model derived from Civilization II (I like to play the Russians and the Mongols on the "real world" map), there are three major items: food, trade, and resources.
By definition, the steppe people are deficient in food and trade, but are comparable to more "settled" and civilized people in resources, and ultimately, weaponry. (At least until the modern age when technology becomes a major factor in weaponry.) "Comparative advantage" suggests that steppe people will specialize in weaponry and war-making, while others with more natural resources will spend more efforts developing agriculture, trade, and, education. Also, the steppe people are more likely to use horses, because the steppe is so poor in food that they have to wander to get enough of it, giving them a further advantage in war.
The other issue is incentive. The impoversished steppe people have every incentive to raid wealthier people for food, resources, and technology. Farmers and more settled people aren't likely to uproot their lives for the dubious privilege of chasing steppe people on the plains. Even the Teutonic knights conquered Prussia over one generation, and had they succeeded with the other Baltic states, it would have been one generation at a time. It took Prussia two generations to get three "slices" of Poland. For the Mongols, each "piece" might have represented one YEAR, not one generation of campaigning.
The danger in the Civilization II game for the Russians and the Mongols is that they will eventually fall behind in technology. That's what happened to the Mongols in "real life." If they can use their military power to stay even in technology and trade (by conquering or coercing more civilized people), while maintaining a military advantage, they can become very powerful, like the Russians.
For Mongols specifically, it was in part their unparallelled-till-20th-century tactical flexibility.
The period in which this was occurring, roughly 400AD to 1350 (or Andrianople to the popularization of Gunpowder), is what historian Charles Oman referred to as The Age of Cavalry. During this period, there was essentially no good answer to massed Cavalry from the other military arms.
The problem Europe (and China, and other settled farming societies) had here was that a good cavalry arm of the day required an immense amount of training. Pastoral societies (which the Eurasian steppe was uniquely suited to) essentially get this for free, as every adult male practically spends their life on horseback just to perform the herding functions they need to survive. At need, every adult male in this society can be drafted into the military as expert horsemen. However, a peasant farming society cannot do this, so militarily they just can't compete.
Different societies dealt with this problem in different ways. China was rich enough to buy off the pastoralists a lot of the time, and coherent enough to absorb their conquerors when they couldn't buy them off. The Byzantines (nee Eastern Roman Empire), were sitting on a rich trading route, and used a combination of buying off the pastoralists, and very strong fortifications. The poor western empire disintegrated, but eventually hit upon a kind of caste society where the lower classes, along with all remaining governmental machinery, worked entirely to support an upper class of horsemen.
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A few points help in answering your question:
The History has a Selection Bias
The first issue is: Is your question accurate? Keep in mind that we inherited most of our history from the European perspective. There were plenty of cases where Europeans went out and conquered other groups, and the Europeans were just as warlike. The difference is that it largely occurred within Europe. The reason you don't hear about those as much is because Europeans fighting other Europeans, and European armies winning battles was considered typical from a European perspective. With the Mongols and the Huns you have something completely atypical. Large, organized nomadic tribes invading and defeating European armies. These instances were still the exception, not the rule, but now we hear so much more about those events it gives us a biased perspective on history.
Europe was a better target than the Eurasian Steppes
If we assume both groups are militarily capable and warlike then why were the invasions always coming from the Eurasian Steppe into Europe. Two reasons: First, the nomadic horse tribes were more flexible, their armies could adapt to the terrain and distances in Europe, whereas the European armies didn't adapt well to warfare on the Eurasian Steppe (See next section). Also, the Eurasian Steppe was large and not particularly attractive as a territory to conquer. There was definitely wealth in other parts of Asia, but for the Europeans to achieve that they would need to travel long distances and conquer vast amounts of territory that their armies were ill suited to fight on. As Napoleon and Hitler showed, invading Asia from Europe was far more difficult than the other way around.
From the dawn of time until the invention of the railroad, the standard distance an army could move in a single day was about 15 miles. Every army that has managed to improve on that number has met with a lot of success on the battlefield. The Mongols could move 50 miles per day, a number that wouldn't be repeated again until the 20th century. In an era of bulky armies with massive supply trains, the Mongols' mobility was like bringing a gun to a knife fight.
In that sense many of the nomadic tribes shared that advantage, the ability to move fast and in fairly large numbers, so in relation to your question that was a distinct advantage over the Europeans. However, the tribes in Asia were never able to replicate the enduring authority structures you saw in Europe. The Mongols and the Huns united around highly charismatic and successful leaders that came around maybe once every fifty years. It worked at the time, but when those leaders died it inevitably began a breakup of the empires they had forged. The same nomadic traits that gave them an advantage on the battlefield and allowed them to take territory were also a disadvantage when it came to holding that territory.
To answer your question with all that in mind: Their main advantage was speed and flexibility that the European armies could not match. That being said, the Asian tribes were never really able to dominate the Europeans or vice cersa. It was a back and forth and both sides had successes. The successes of the Asians tended to be big and short lived, the successes of the Europeans were smaller but more enduring.
Also, while browsing Quora I came across a similar question. The top answer in this goes into much more detail on the military specifics: http://www.quora.com/Middle-Ages/Did-the-Mongols-have-a-reasonable-chance-of-conquering-Europe-in-the-13th-century-had-Ogedei-not-died-just-before-launching-his-invasion
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