Like humans, it probably varies.
When we lost Chessie a year ago, Casey was noticeably upset. He became quite clingy and vocal with me. The first few days, he'd take off running and looking all over at the slightest sound. Going to work was rough on him as he would literally put himself between me and the front door and refuse to move. I'd step over or around him, and then he'd quickly get in front of me again.
It was about five weeks afterwards that I brought Smokey home. I wasn't sure about getting another cat so soon after losing Chessie, but a coworker told me about a litter of kittens at an animal hospital he'd been to near where we work. I went to check them out, and Smokey won me over. While Casey wasn't happy at first, after about four days, they were grooming each other and sharing food, water, both litterboxes, and all of their toys.
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