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Romanians take their name from the ancestral colonization of Rome. They see themselves as one continuing branch of Roman Empire’s peoples.
Roma by contrast take their name from their ancestral homeland India, and it’s corresponding language family IndoAryan. In Sanskrit, ḍomba meaning 'lower-caste person working as a wandering musician', itself deriving from a Dravidian word, such as domba, ḍomba ('caste of acrobats, jugglers, clowns').This eventually linguistically shifted to the pronunciation Roma that is used today.
Thus there is a clear linguistic and ethnic divide between these two groups, and despite Roma people living in Europe, it’s essentially the first ancient wave of Jeetification.