Whether a sentence runs concurrent or consecutive is determined by the sentencing judge (unless otherwise required by law to run consecutive)
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If the sentences have already been assigned, you are not in a great position to petition one of the courts to run their sentence concurrent. Federally speaking, there is a 2255 petition and the direct appeal to address this.
You have to ask for a change with the judge that issued the sentence. You only have a small window of opportunity to do so.
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