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There is a cool website showing the Markov chain with a machine.

Fermiac machine

But nobody is explaining how it's working or showing a video of it's functioning. This is explaining the Markov chain monte carlo in a visual fashion.

Can someone explain the way a machine like on the image can reproduce a Markov chain?

Was it really drawing pictures like this one?

Cool image

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There is a much more detailed description (including available here:

https://docplayer.net/59690734-The-fermiac-or-fermi-s-trolley.html

The abstract from this journal article states:

[...] A replica of the Fermiac was built at INFN mechanical workshops of Bologna in 2015, on behalf of the Museo Storico della Fisica e Centro Studi e Ricerche “Enrico Fermi”, thanks to the original drawings made available by Los Alamos National Laboratory (LANL). This reproduction of the Fermiac was put in use, and a simulation was developed.

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