c++11 random engines and distributions interaction and cost

I have a bunch of questions about random engines and distributions, their cost and interaction:

1. Is std::random_device an expensive (heavy constructible) object? Should I only create one for my application if possible?
2. Are RandomNumberDistribution objects are expensive objects or is it mostly dependent of concrete distribution? It seems to me that for example uniform_int_distribution should be very light object containing distribution range [min, max] and may be (?) some internal state.

3. How works interaction between random_device, random_engine and distribution in code below:

   std::random_device rd;
   std::mt19937 gen(rd());
   std::uniform_int_distribution<> distr(1, 10);
   
   auto random_value = distr(gen);
   
   

   what happens in last line? Distribution get next value from random engine and then brings it to desired range [0, 10]? Always obviously internal states of some objects should be modified after call: definitely random_device, random_engine but does uniform_int_distribution also have some internal state?