In the following applet, the "Transition probabilities" permits you to view and edit the transition probability matrix. When you have the values in that you want, hit the "Accept new values" button and they will be implemented. Any values you enter will be normalized so that each row sums to unity (i.e. each of your values will each be divided by the sum of its row). You can adjust the number of states visited by the Markov chain by editing the value in the corresponding box; the maximum accepted is 10. If you start editing the values and hit the "Revert to last values" tab, you changes will be erased, and the matrix will be restored to the values it had after the last press of the "Accept" button.You can execute the Markov process one step at a time by pressing the "Take one step" button. Alternatively, you can have it execute many steps at once, adjusting the number via the text box. At any time the current state is indicated by the radio button in the list of states.
Under the "Distribution" tab, you can view a histogram showing the frequency that each state was visited. Reset the histogram with the indicated button.