  Next-to-leading order QCD analyses of the ZEUS data on deep inelastic
scattering together with fixed-target data have been perfomed, from which the
gluon and the quark densities of the proton and the value of the strong
coupling constant, alpha_s(M_Z), were extracted. The study includes a full
treatment of the experimental systematic uncertainties including point-to-point
correlations. The resulting uncertainties in the parton density functions are
presented. A combined fit for alpha_s(M_Z) and the gluon and qurak densities
yields a value of alpha_s(M_Z) in agreement with the world average. The parton
density functions derived from ZEUS data alone indicate the importance of HERA
data in determining sea quark and gluon distributions at low x. The limits of
applicability of the theoretical formalism have been explored by comparing the
fit predictions to ZEUS data at very low Q^2.
