  Random sampling of large Markov matrices with a tunable spectral gap, a
nonuniform stationary distribution, and a nondegenerate limiting empirical
spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the
adjacency matrix of a random graph following $\mathrm{G}(n, p/n)$, known as the
Erd\H{o}s-R\'enyi distribution. Add $c/n$ to each entry of $A_n$ and then
normalize its rows. It is shown that the resulting Markov matrix has the
desired properties. Its ESD weakly converges in probability to a symmetric
nondegenerate distribution, and its extremal eigenvalues, other than 1, fall in
$[-1/\sqrt{1+c/k},-b]\cup [b,1/\sqrt{1+c/k}]$ for any $0< b < 1/\sqrt{1+c}$,
where $k = \lfloor p \rfloor + 1$. Thus, for $p\in (0,1)$, the spectral gap
tends to $1-1/\sqrt{1+c}$.
