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Though i don't see any such mention in history books but i have some points in support. First of all the scythians were locally known as shaka in India. These shaka rulers later came to be known as western kshatrapas during period of Gupta empire. The deccan rulers(satvahanas) and guptas completely destroyed the western kshatrapas during their rule. And after nearly 200 years in the region were western kshatrapa ruled chamanas of shakambhari started their reign. I am guessing shakambhari has to do something with the word shaka. prithviraj belonged to this dynasty. So can we say that prithiviraj chauhan belonged to scythians. It is also known that scythians were not original Indians.