This online, interactive lesson on Markov chains provides examples, exercises, and applets that cover recurrence, transience, periodicity, time reversal, as well as invariant and limiting distributions.
As quoted on the site, "This website ... offers the possibility to download true random numbers generated using a quantum random number generator upon demand. Users can specify the length of the random number sequence and their upper boundary."
This page generates a graph of the sampling distribution of r, the Pearson correlation coefficient. Upon opening, the applet prompts for sample size greater than 6. The applet also displays the probabilities associated with the distribution.