Orthogonal polynomials with discontinuous weights

Abstract. In this paper we present a brief description of a ladder operator formalism applied to orthogonal polynomials with discontinuous weights. The two coefficient functions, An(z) and Bn(z), appearing in the ladder operators satisfy the two fundamental compatibility conditions previously derived for smooth weights. If the weight is a product of an absolutely continuous reference weight w0 and a standard jump function, then An(z) and Bn(z) have apparent simple poles at these jumps. We exemplify the approach by taking w0 to be the Hermite weight. For this simpler case we derive, without using the compatibility conditions, a pair of difference equations satisfied by the diagonal and off-diagonal recurrence coefficients for a fixed location of the jump. We also derive a pair of Toda evolution equations for the recurrence coefficients which, when combined with the difference equations, yields a particular Painlevé IV.