One of the mysteries of the English language finally explained.
A foreign land; especially (a name for) England, Britain, or Europe.
Early 19th century; earliest use found in Mary Sherwood (1775–1851), children's writer and educationist. From (i) Urdu vilāyat (also regional bilāyat) and its etymon (ii) Persian vilāyat inhabited country, dominion, district (in India used specifically with reference to Europe or Britain) from Arabic wilāyat-, wilāya province, specific semantic development of wilāya sovereignty, rule from the same Arabic base as walī.
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