They do not join each other directly. They are, however, linked together by another fualt, called the Medicino Fault Zone. See Where the San Andreas Fault Ends for a general view. As I understand the thinking, the idea is that a major earthquake on one might transfer some stress to the other. This in turn might make an earthquake on the other more likely. Note that there is a lot of rethinking going on in the earthquake science community. Partly just the general onward progress of research, and partly a result of new data from the big quakes around the world, particularly Japan. Our understanding is changing very rapidly.