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I'm not sure if this is just a coincidence, but there are two similar usages of the word "hijra":

Hijrah... is the migration or journey of the Islamic prophet Muhammad and his followers from Mecca to... Medina, in the year 622. -- Wikipedia

Hijra... is a term used in South Asia... to refer to transgender individuals who were assigned male at birth. ... The word "hijra" is an Urdu word derived from the Semitic Arabic root hjr in its sense of "leaving one's tribe," and has been borrowed into Hindi. -- Wikipedia

Given the fact that the second version of "hijra" is Urdu, which has many similarities with Arabic, and it seems to have a related original meaning, it seems plausible there's a link between the two usages.

Question: Is there a relationship between the word "hijra" (migration of Muhammad) and "hijra" (South Asian term for transgender people)?

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This answer might be a strong assumption, based on the given data!

First of all the Arabic words used to define transgender are:

Now if we assume that the using word hijra (in Urdu) in South Asia has started at the time of the Mughal Empire as at least the Arabic wikipedia page says and with the addition from the English wikipedia page you provided:

The word "hijra" is an Urdu word derived from the Semitic Arabic root hjr in its sense of "leaving one's tribe," and has been borrowed into Hindi.

[reference in the wikipedia Article]"hjr (main meanings): a) to break with, leave, forsake, renounce, emigrate, flee" Lahzar Zanned, "Root formation and polysemic organization", in Mohammad T. Alhawary and Elabbas Benmamoun (eds), Perspectives on Arabic linguistics XVII-XVIII: papers from the Seventeenth and Eighteenth Annual Symposia on Arabic Linguistics, (John Benjamins, 2005), p. 97.

One could explain this easily by ahadith where it is said that some of the Mukhants at the time of the Prophet () were asked to leave their home (do hijrah) or expelled and taken away from the society (see for example in sunan abi Dawod) so there's definitely a relation between both words based on the interpretation of hijrah as an expulsion.

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Hijrah is derived from the Arabic h-j-r (ha, jeem, raa) (هجر).

It has a number of meanings, what is important for this discussion is the meaning of "to give up, to part company with, to abandon, to emigrate, to migrate" (Badawi, Abdul Haleem: Dictionary of Qur'anic Usage, Brill, Boston: 2008)

Therefore, a Hijrah is a rejection or moving away from thing to another. When the Prophet (SAW) left Mecca he was giving up his life in that city and parting company with the people there to emigrate to Medina. Like wise when a person leaves something for something else whether physically, mentally, or spiritually it is considered a Hijrah. That is why in Islam people talk about the Hijrah of the Heart, namely moving from disobedience to obedience of God. Therefore, one can easily see how a person changing sex would be a Hijrah from one sex to the other. Hence usage of this Arabic term for one who changes his sex would be an appropriate usage given is implicit meanings.

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