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Elaboration and validation of a probabilistic model can not avoid the process of writing efficient simulation programs, analyzing their computational efficiency and numerical performance; this is one of the most important goals of the present book. Another practical purpose followed by this volume is to provide a deeper understanding of the considered Markov (chain) algorithms, their running, the simulation of the algorithms with statistical verification, all these based on the powerful (and freeware) computational environment called Scilab (Scientific Laboratory).   Thus book is also an application-oriented guide devoted to undergraduate and graduate students, with a minimal knowledge on probability theory and statistics. It encloses six (6) chapters whose contents is, briefly, the following: Chapter 1 (Introduction) provides a gentle introduction to the Monte Carlo random algorithms and methods. 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