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Furthermore, the old Testament of the Bible, written hundreds of years before the birth of Christ, tells the story of the Jews living in the south of Israel, Judea, being overcome by the Babylonians. The Babylonians were, in turn, overcome by the Persians while the Jews were in captivity.

The book of Daniel recounts how Daniel was a "wise man" in both the court of the Babylonians and subsequently, the Persians.

Also, Esther, a Jewess, served as a queen of Persia.

Therefore, the Persians would have had access to Jewish writings and teachings which called for a Messiah to arise in Israel. The wise men of Persia of the time at Jesus could well have been aware of the Jewish teachings about a coming Messiah.

Some more background on Christ's birth and the Magi:

"The Star of Bethlehem," IMPRIMIS, Hillsdale College (Dec 1996): http://www.hillsdale.edu/imprimis/1996/Dec96Imprimis.pdf . A six page article that summarizes important facts supporting Christ's birth date of September 11, 3 B.C. Note that this date was also the Jewish New Year (Rosh Hashanah) and commonly considered to be the first day of Creation in Genesis ("birthday of the world").

"The Star that Astonished the World," Ernest Martin, Ph.D. http://askelm.com/star/star000.htm and http://askelm.com/books/book003.htm . This book is THE definitive work on what the Star of Bethlehem really was (Jupiter). It describes the numerous conjunctions and massing of planets that announced Christ's birth and pinpoints the exact day and time from astronomical, historical, and Biblical records. This evidence convinced the Magi astronomers (wise men) from Persia (Iran) to journey over 1000 miles to Bethlehem and pay honor to the 15-month old Christ child in December, 2 B.C. The Shockwave video (http://askelm.com/video/v020301.htm ) produced by MSNBC is particularly good as it demonstrates the various conjunctions and retrograde planetary motions in a very clear fashion.

September 11th news, http://www.september11news.com/Sept11History.htm . Islamic jihadists killed nearly 3,000 of our fellow Americans on Sept. 11, 2001. The author of this site includes Christ's birth in his historical timeline of Sept 11 events. It is not surprising that the evil one of this world would besmirch the birth date of his eventual conqueror.

Story of Esther - Queen of Persia
Esther 1

1 This is what happened during the time of Xerxes, the Xerxes who ruled over 127 provinces stretching from India to Cush:
2 At that time King Xerxes reigned from his royal throne in the citadel of Susa,
3 and in the third year of his reign he gave a banquet for all his nobles and officials. The military leaders of Persia and Media, the princes, and the nobles of the provinces were present.
4 For a full 180 days he displayed the vast wealth of his kingdom and the splendor and glory of his majesty.
5 When these days were over, the king gave a banquet, lasting seven days, in the enclosed garden of the king's palace, for all the people from the least to the greatest, who were in the citadel of Susa.
6 The garden had hangings of white and blue linen, fastened with cords of white linen and purple material to silver rings on marble pillars. There were couches of gold and silver on a mosaic pavement of porphyry, marble, mother-of-pearl and other costly stones.
7 Wine was served in goblets of gold, each one different from the other, and the royal wine was abundant, in keeping with the king's liberality.
8 By the king's command each guest was allowed to drink in his own way, for the king instructed all the wine stewards to serve each man what he wished.

What the Bible Says About Persia and Persians

"In the first year of Cyrus king of Persia, in order to fulfill the word of The Lord spoken by Jeremiah, The Lord moved the heart of Cyrus king of Persia to make a proclamation throughout his realm and to put it in writing: "This is what Cyrus king of Persia says: "The Lord, The God of heaven, has given me all the kingdoms of the earth and He has appointed me to build a Temple [see Temples] for Him at Jerusalem in Judah. Anyone of his people among you - may his God be with him, and let him go up to Jerusalem in Judah and build The Temple of The Lord, The God of Israel, The God who is in Jerusalem." (Ezra 1:1-3)

PERSIA:
An empire which extended from India to Ethiopia, comprising one hundred and twenty-seven provinces, (Daniel 6), Esth. 1:1;
Government of, restricted by constitutional limitations, Esth. 8:8; (Daniel 6:8-12).
Municipal governments in, provided with dual governors, Neh. 3:9, 12, 16-18.
The princes advisory in matters of administration, (Daniel 6:1-7).
Status of women in, queen sat on the throne with the king, Neh. 2:6.
Vashti divorced for refusing to appear before the king's courtiers, Esth. 1:10-22; 2:4.
Israel captive in, 2 Chr. 36:20;
captivity foretold, Hos. 13:16.
Men of, in the Tyrian army, Ezek. 27:10.
Rulers of: Ahasuerus, Esth. 1:3.
Darius, Dan. 5:31; 6; 9:1.
Artaxerxes I, Ezra 4:7-24 .
Artaxerxes II, Ezra 7; Neh. 2; 5:14.
Cyrus, (2 Chr. 36:22), (2 Chr. 36:23), Ezra 1; 3:7; 4:3; 5:13, 5:14, 5:17; 6:3; Isa. 41:2, 41:3; 44:28; (Isaiah 45:1-8), 13; 46:11; 48:14, 15.
Princes of, Esth. 1:14.
System of justice, Ezra 7:11-26.
Prophecies concerning, Isa. 13: 17; 21:1-10; Jer. 49:34-39; 51:11-64; Ezek. 32:24, 25; 38:5; Dan. 2:31-45; 5:28; 7; 8; 11:1-4.

More than likely the Magi or Wisemen came from the southern region what is now the Sultanate of Oman in an area called the Dhofar region where the rare Frankincense and Myrrh trees are located. Incidentally, the US Space Shuttle program located an abandoned city called Ubar which was located on the ancient Frankincense trail, which was visible from space (path created by camels). A lucrative trade existed during the time of Christ for the merchants of frankincense in the Dhofar region.

Frankincense can be purchased in bulk in the souk (marketplace) of Muscat, Oman near the coast. I personally purchased an old silver Omani incense burner in the marketplace along with some frankincense and myrrh. Very interesting place with old artifacts for sale.

Job from the Bible is also buried in Oman.

In Oman there is an expensive perfume made from frankincense called Amouage which means "wave" in Arabic.