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Khazaria was a nomadic empire based upon tribal alliances who were not closely interrelated to each other and thus only some of them could be the ancestors of today's ashkenazi jews.
1. Gypsies wasnt from Khazaria, they're from India and moved to central Europe in the Middle Ages.They are ethnically Indian people and not Eastern Europeans.
2. Khazarian Empire adopted Jewish religion but this wasnt the cause that some groups infiltrated and had taken over them.