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DESs with communication events are defined as distributed DESs. Stochastic discrete event systems (SDESs) are DESs with a probabilistic structure. A-diagnosability is an important property in failure diagnosis of SDES. In this paper, we investigate A-diagnosability in distributed SDESs. We define a local model and global model. Moreover, we construct a synchronized stochastic diagnoser to check A-diagnosability in distributed SDESs. We also propose a necessary and sufficient condition for a distributed SDES to be A-diagnosable. 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