A Roman province was the largest administrative unit of the Rome's foreign possessions (outside Italian peninsula). Provinces were ruled by politicians of senatorial rank, usually former consuls or former praetors. The ruler of a province was appointed for periods of one year. At the beginning of the year, the provinces were distributed to future governors by lots or direct appointment. Usually the provinces were more trouble was expected, either from barbaric invasions or internal rebellions were given to former consuls. The distribution of the legions across the provinces was also dependent of the amount of danger that they represented. Thus in 14 AD, for instance, Lusitania had no permanent legion but Germania Inferior, where the Rhine frontier was not pacified still, had a garrison of four legions. These problematic provinces were the most desired by future governors. Problems meant war, and war always brought plunder, slaves to sell and plenty of opportunities for enrichment.
Sicilia was the first Roman province, conquered during the Republic in 241 BC, after the Second Punic War.
The number and size of provinces changed according with internal Roman politics. During the Empire, the biggest or more garrissoned provinces (example Pannonia and Moesia) were subdivided into smaller ones in order to prevent that a sole governor had too much power on his hands, thus restraining him to try and takes his chances for the Imperial throne itself.
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Roman provinces in 14 AD
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