...And let's get real. Initially the only persecutions came not from the Romans but from Jewish leaders (despite your earlier protestations that Matthew would not have signed his name to the gospel that is now attributed to him because the Roman world was so dangerous for Christians). The first Roman persecutions were not oriented toward belief, if we are to believe Tacitus, but an attempt by Nero to shake the charge that he burned parts of Rome for his grand rennovation scheme...
I noticed there is no sources for this. This following excerpt of a letter by Pliny the Younger, a Roman governor of an Asia Minor province, to the Roman emperor tells a different story of the Roman Empire mindset.
"...In the meanwhile, the method I have observed towards those who have denounced to me as Christians is this: I interrogated them whether they were Christians; if they confessed it I repeated the question twice again, adding the threat of capital punishment;
if they still persevered, I ordered them to be executed. For whatever the nature of their creed might be, I could at least feel not doubt that contumacy and inflexible obstinacy deserved chastisement. There were others also possessed with the same infatuation, but being citizens of Rome, I directed them to be carried thither.
These accusations spread (as is usually the case) from the mere fact of the matter being investigated and several forms of the mischief came to light. A placard was put up, without any signature, accusing a large number of persons by name. Those who denied they were, or had ever been, Christians,
who repeated after me an invocation to the gods, and offered adoration, with wine and frankincense, to your {Emperor Trajan} image, which I had ordered to be brought for that purpose, together with those of the gods, and who finally cursed Christ -- none of which acts, it is into performing -- these I thought it proper to discharge. Others who were named by that informer at first confessed themselves Christians, and then denied it; true, they had been of that persuasion but they had quitted it, some three years, others many years, and a few as much as twenty-five years ago. They all worshipped your statue and the images of the gods, and cursed Christ..."
http://www.allaboutthejourney.org/pliny-the-younger.htm
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If I was to write a gospel in Pliny's Roman province, I sure as heck wouldn't sign it, if I planned on doing anymore evangelizing.