We give a full account of the Numerical Stochastic Perturbation Theory method for Lattice Gauge Theories. Particular relevance is given to the inclusion of dynamical fermions, which turns out to be surprisingly cheap in this context. We analyse the underlying stochastic process and discuss the convergence properties. We perform some benchmark calculations and - as a byproduct - we present original results for Wilson loops and the 3-loop critical mass for Wilson fermions.
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