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I am not a linguist, but I was reading the Wikipedia page on Grimm's law.

As far as I understand, this explains a certain evolution of the sounds for in the Germanic languages. Which was obtained while comparing German with other languages sharing the same sources.

From there, Jacob Grimm devised some chains about how those sounds evolved.

I was wondering whether this law was extensible to other languages? And specifically whether is it supposed to follow the same path? Or does each language family have its own path?

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This set of historical changes define the development of Germanic from Indo-European. The same set of rules could somewhat-accidentally also exist in some other language family -- in fact, the same processes applied historically to two different sub-branches of Bantu, the Sotho-Tswana languages and the Luhya languages. They talk about the change as the "Luhya Law", and the similarity to Grimm's Law has been commented on. These are completely different historical events, separated in time by millenia and in space by over 3,000 miles. It is not clear what caused these changes to take place, so we can't really say whether they have the same underlying cause. It is not even established that Grimm's Law is one single change, rather than being two (or more) separate changes that happened to coincide in Germanic.

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I would say each language family has its own path. If you look at the Wikipedia page on Proto-Germanic, it actually calls Grimm's Law one of the defining features of the Germanic languages. So, it is not shared with any other languages. It's likely similar changes have occurred in some other languages, but if so, this wouldn't be called an extension of Grimm's Law. It would be considered an independent sound law.

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    Indeed. The specific sound changes that form Grimm's law are all known from other places and times as well. "Grimm's law" is a short name for the collection of sound changes that are characterisic of the Germanic languagesw.
    – Colin Fine
    Commented Apr 18, 2016 at 22:22

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