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I don't think its ever mentioned, and if it was I completely missed it. Anyone know?

Mikasa's partially Asian because of her mother, who was part of the Azumabito family, the family that's known as the "Asian clan inside the Walls". On her father's side she belongs to the Ackerman family, who are Eldians, making Levi at least half Eldian too.

While we don't know anything about Levi's father, it's highly unlikely that he would also be a member of the sole Asian family that exists inside the wall.

Levi was the son of Kenny's sister who got pregnant to one of her customer. Kenny's dad was an Ackerman and the Ackermans knew the truth of life outside walls as they didn't come under the powers of Founding Titan. So it can be assumed that Ackermans were not from inside the walls.

Mikasa is Asian because of her mother, who was part of the Azumabito family.

Then there was this episode in the second season when Levi and Mikasa both agree on a fact that at some point of time in their lives, they both experienced a sudden outburst of power, which also indicates the connection between them.