c (source code)
= c
{scope}
Take an <integer> $c\geq\max\{a,b\}$. On $I=\{-c,\ldots,c\}$, the modified <transition matrix> $Q=(q_{i,j})$ agrees with $P$. Above $c$, it stays put with <probability> $a/(a+b)$ and jumps to each of $c-b+1,\ldots,c$ with <probability> $1/(a+b)$. Below $-c$, it stays put with <probability> $b/(a+b)$ and jumps to each of $-c,\ldots,-c+a-1$ with <probability> $1/(a+b)$. All unspecified entries are zero. These rows sum to one. The <integer> qualification is necessary: if $c$ were nonintegral, $i=\lfloor c\rfloor+1$ would fit none of the printed row conditions.
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