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I've been reading on biological classification of the animal kingdom and have come across the New World and Old World terms a few times when they are applied to ranks (family, as much as I could find). Some examples of what I mean:
- Old World porcupine vs. New World porcupine.
- Old World rats and mice vs. New World rats and mice.
- Old World vulture vs. New World vulture.
Old World X and New World X are usually not considered closely related. I assume this is because (at least partially) they evolved separately long enough to be distinct, if they were even related (at a non-trivial level) to begin with.
Is this naming scheme only thanks to convergent evolution? Researchers found families (or species etc.) in the new world that look like families in the old world and called them New World X, which prompted the other to be Old World X? I understand that a good deal of this classification was done in the 19th century when diagnosis tools were limited and conventions varied.
Yes, I think this is exactly right in the three cases you mention, convergent evolution noticed by the humans who were doing the naming. There are other cases (Remi.b mentions simians) where the "Old World" and "New World" versions are sister clades that became geographically isolated from each other.
Lineage split due to continent drift
Due to continental drift, at some point a lineage was split into two, the afro-eurasian lineage and the american lineage. It is then common to refer to the american lineage as the new world lineage and to the afro-eurasian lineage as the old world lineage.
Origin of the terms "New World" and "Old World"
In case you are unfamiliar with the origin of the terms "New World" and "Old World" and why for example "New World" is associated to the americas you should have a look at wiki > New World. In short, the americas was termed "New World" by europeans during the "age of dicovery". Geographers at that time (16th century) thought of the world as being limited to Africa, Europe and Asia (the old world) but suddenly europeans discovered the americas, a new world to add on their map.
New World Monkeys vs Old World Monkeys
Such nomenclature is typically used for monkeys. There are New World Monkeys (Platyrrhini) and Old World Monkeys (Cercopithecoidea). Homo sapiens for example is an Old World Monkey. Prehensile tail is a famous adaptation among New World monkeys that is absent among the Old World Monkeys.
Evolutionary consequences for these terms
These terms therefore do not result from convergent evolution or any other fancy evolutionary process. The terms refers to a specific split between lineages due to continent drift, where one (set of) lineage is found in the americas and the other is found in afro-eurasia. In the above case of monkeys, Platyrrhini and Cercopithecoidea refers to monophyletic lineages.