I couldn't find any specific information linking Sima Yan to Sima Qian. However, sources do say Sima Yan came from the Sima family of Henei Commandery, the same place Sima Qian's family came from. I found this by looking at the San Guo Zhi and Jin Shu which don't say anything about Sima Qian, but do say that Sima Yi was a person of Henei, while the Han Shu says that Sima Qian's family came from Henei. However, this does not link the two, but it only says their families came from the same location.

But all surnames should be regarded with some suspicion. After all, if you've been reading about Cao Wei, you've probably learned that Cao Cao's father had been adopted by a eunuch and given the Cao surname. Surnames shifted. So while many, many people with the surname Liu claimed descent from the Han imperial family, their claims should always be taken with some suspicion.

You shouldn't read too much into Chinese surnames. I don't know about your specific example of Sima Qian and Sima Yan, but it's really common for Chinese people to share surnames without being related. Sometimes people like to claim to be descendants of famous people to give themselves more credibility. For example, Sun Jian of the Three Kingdoms era claimed to be a descendant of Sun Wu, who wrote The Art of War. The emperors of the Tang Dynasty claimed to be descendants of Laozi, whose name was Li Er.

The same Chinese surnames can have many different sources. During the Spring and Autumn period and the Warring States period, some people would take their state name as surname to commemorate their homeland. Sometimes the emperor might bestow his own surname upon someone as a reward. Sometimes when non-Han people get sinicized, they adopt a Han surname either by phonetics or by meaning.

Furthermore, when Chinese names get transliterated into English, they get even more unified. There are at least two distinct surnames that get written as "Liu" and there are at least two distinct surnames that get written as "Wang." Nowadays, even if someone claims to be a descendant of some famous historical figure, it'd be difficult to verify.