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There are many languages which, having descended from a language with a complex case system, have lost or greatly simplified theirs: Bulgarian (Slavic), English (Germanic), most Romance languages etc. All of the above are ultimately from PIE which had a case system.

Is there an example of the opposite process: a language with a case system which has descended from a language lacking it?

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    I think there is a theory saying that Proto-Indo-European cases evolved from suffixes, which in turn evolved from particles. // Something like this can be observed in Ancient Greek, where certain suffixes (-de "towards", -the(n) "away from") developed into equivalents to the normal cases. – Cerberus Jul 23 '12 at 12:24
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    Although Proto-Uralic did not actually lack cases, I think it is supposed to have had a similar number as PIE did. However, at least some of its decendants have significantly more: Finnish has 15, Hungarian >20. This may be related to the use of postpositions, which can transform into suffixes. – Ansgar Esztermann Jul 23 '12 at 20:05
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    "Today's morphology is yesterday's syntax." – Alex B. Jul 26 '12 at 0:03
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In Heine and Kuteva's (2002) World Lexicon of Grammaticalization you'll find examples of words with lexical meanings "give, leave, arrive" having grammaticalized into morphemes expressing dative, ablative, and allative meanings, respectively. However, what is documented are cases of words with lexical meanings gradually changing into words which are best treated as adpositions. When you are thinking of case systems, you are probably interested in cases where a language gains a nominal affix used to express a case relation. Here, the most likely historical change is where a word which already has case-like meaning (viz. an adposition) fuses to the noun. See Lehmann (2002: 70ff.) "Thoughts on Grammaticalization" for examples.

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