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Every chromosome being a wrapped DNA molecule contains thousands or more genes.

Now, is there any system why a gene A goes to a chromosome K and gene B to chromosome J?

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To a first approximation, it is "not too awful" to state that genes are randomly spread. In a more detailed view, it is a little more complex.

Homochromatin vs heterochromatin

Genes are not evenly spread within chromosomes. Typically, gene density is lower at the centromeres.

Supergenes

From wikipedia > Supergenes

A supergene is a group of neighbouring genes on a chromosome which are inherited together because of close genetic linkage and are functionally related in an evolutionary sense, although they are rarely co-regulated genetically

To my understanding, such supergene may come to existence via chromosomal rearrangements or via repeated proximal gene duplication.

Supergene and synteny

From Wikipedia > synteny

In classical genetics, synteny describes the physical co-localization of genetic loci on the same chromosome within an individual or species. Today, however, biologists usually refer to synteny as the conservation of blocks of order within two sets of chromosomes that are being compared with each other. This concept can also be referred to as shared synteny.

A classical example of supergene with highly conserved synteny among vertebrates is the case of Hox Genes (Amores et al., 1998).

Sexual chromosome

A sexual chromosome is some kind of a massive supergene! Consider, for example, the mammalian case.

Consider a locus that affects sex determination (SD) such as the SRY gene (coding for TDF) in mammals for example. Any male-beneficial, female-detrimental genes would gain at becoming closely linked to this SD gene. Over time, hence genes rearrange and recombination is reduced (mainly through chromosomal inversions if I am not mistaken). As recombination is reduced, deleterious mutations can accumulate through Muller's ratchet and eventually pieces of chromosomes are being lost to get rid of these deleterious mutations. This is how a Y chromosome (to consider the mammalian case, a W chromosome in birds) evolve to become so small compared to the X chromosome (or Z chromosome in birds).

Other Y-like chromosomes

Other massive supergenes can lead to Y-like chromosomes. For example, Wang et al. (2013) report a Y-like social chromosome in fire ants.

Additional source of information on the evolution of sexual chromosome

The post Do males of all sexual species have Y chromosomes? might be of interest to you. Charlesworth (1991) and Charlesworth et al. (2005) might also be a good reads.

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In prokaryotes, genes of a single pathway genes are often next to each other, and are transcribed together as a single unit. So for those genes, their position is quite important.

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