"I could give you no idea of the gorgeous way in which he fitted out his brigade. The Astrakhan Cossacks wear the Armenian high black cap, something like a sugar-loaf, red coats edged with fur, and yellow bandoliers. The Aral Cossacks have sky-blue coats, white bandoliers, and wear the round Kalmuck busby, two feet in diameter, from which they derive their nickname of 'Bigheads.' They carry the curved sabre, on which the Aral Cossacks, who are Mohammedans, engrave verses of the Khoran, a whip with lead balls, and a long lance.

"Papa had all the woollen facings replaced by others of gold and silver. He reviewed his squadrons one day towards the end of April when the early crocus was peeping shyly forth. There was only a pale yellow sun, but it was quite enough to make those superb warriors look so magnificent that we could easily imagine what they would be like in the brilliant May sunshine at Tzarskoïe-Selo.

"There was nearly a catastrophe the day they left for Petersburg. You must remember that these simple folk, who fear neither man nor whirlwind, spirits of marsh nor spirits of flood, stand in mortal terror of railways. Their horses share that emotion. Half of them had been bundled in when they suddenly caught sight of the squat little engine, puffing and blowing, in the middle of the steppe. Not one of them would have moved if the priest had not turned up and blessed this strange animal.

"We got them off at last in twelve trains, which took twelve days to cross Great Russia. We ourselves were travelling by the express, so we only had to leave the palace a week later. The Czar had a special Pullman car put at our disposal. We invited the two colonels and the six majors to join us. The priest was with Mlle. Jauffre and Kunin, Papa's favourite Cossack. I had put them in charge of my wardrobe.

"Petersburg is a splendid city, with barracks, churches and fine gardens. You can see that the man who laid it out had a definite scheme in mind. We were housed royally at the Winter Palace and had a private audience of the Czar the night we arrived. 'Hello! so this is the little niece,' he said, and I could see he thought me pretty. The Czarina kissed me and called the Grand Duchesses, my cousins, in order to introduce us. I gave Olga and Tatiana each a necklace of Caucasian rubies, which seemed to have a diamond tear inside, and for the little girls there were necklaces of pink pearls. Papa had brought the Czarevitch an aigrette buckle, made out of one huge diamond, for his kolbach, and a little Cossack sword with the hilt set in sapphires and brilliants.

"Two days later all the bells of the capital announced the arrival of the Kaiser. The Czar, the Czarevitch and the Grand Dukes went to Kronstadt to meet him.

"Since then I have seen so many royal entries into various cities that the memory of this particular occasion has gradually faded entirely from my mind. But that doesn't matter. It was a magnificent spectacle.

"I witnessed the arrival at the palace from my balcony. The White Cuirassiers, with the Grand Dukes, rode up to the gates. The honours were rendered by the Preobrajensky guards. All this time Papa's Cossacks were installed in two barracks and forbidden to leave them. This annoyed me at first until I learned, as I soon did, that it was because they were the finest in all the Russias and the Czar was reserving them jealously for the grand finale.

"Under the soft, fleecy sky of Bothnia the breastplates and sabres sparkled with blue and gold.

"The Kaiser was with the Czar, the Czarevitch and the Crown Prince in the first carriage. He was wearing the uniform of a colonel of the Russian Cuirassiers, with the golden eagle on his silver helmet. He saluted frequently and wore a happy smile. Frederick William was wearing the uniform of the Black Hussars.