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The relative pronoun quem in the following seems to function in a way that I wouldn't normally associate with relative pronouns:

Et accipiens puerum, statuit eum in medio eorum: quem cum complexus esset, ait illis:...

What strikes me as odd is that the dependent clause seems to be set off by both quem and cum.

The point becomes clearer when the phrase "quem cum complexus esset" is compared with the Greek for which it is a translation: καὶ ἐναγκαλισάμενος αὐτὸ. In the Greek, instead of a relative pronoun, a personal pronoun is used; i.e. αὐτὸ instead of quem, and the clause is set of by the participle without any interference by a relative pronoun.

Because of this, I'm led to think that quem, in this particular case, should be thought of more as a personal pronoun than a relative pronoun.

Although it seems to refer back to an antecedent, it doesn't seem to set off the dependent clause (which seems to be the role of cum) as relative pronouns often do, i.e. by establishing it as a dependent clause and tying it with the rest of the sentence. I hope that makes sense.

My question is: Am I thinking about this correctly? Should pronouns such as quem sometimes be thought of as more like personal pronouns? Is this a frequent type of construction in Latin?

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The relative pronoun can also be used to start a new independent clause, and in this use it doesn't really function as a relative pronoun in the usual sense. This is sometimes known as a connecting or connective relative pronoun, and is often best translated as if it was is, ille, or similar. The same applies to relative adverbs like quo as well. See part F of Allen & Greenough §308 for an explanation and examples.

Here is a contrived example:

Amici mei mihi occurrerunt. Quos cum salutavissem, domum reversus sum.
I ran into my friends. Having greeted them, I returned home.

In your passage, you can read quem as if it was eum (= puerum), but the use or relative instead of demonstrative is indeed idiomatic and pretty common in Latin. This kind of connecting relative seems to be quite common with cum.

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