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Random sampling of large Markov matrices with a tunable spectral gap, anonuniform stationary distribution, and a nondegenerate limiting empiricalspectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be theadjacency matrix of a random graph following $\mathrm{G}(n, p/n)$, known as theErd\H{o}s-R\'enyi distribution. Add $c/n$ to each entry of $A_n$ and thennormalize its rows. It is shown that the resulting Markov matrix has thedesired properties. Its ESD weakly converges in probability to a symmetricnondegenerate 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 gaptends to $1-1/\sqrt{1+c}$.

Random reversible Markov matrices with tunable extremal eigenvalues