Orthogonal polynomials with discontinuous weights
  In this paper we present a brief description of a ladder operator formalism applied to orthogonal polynomials with discontinuous weights. The two coefficient functions, A_n(z) and B_n(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 w_0 and a standard jump function, then A_n(z) and B_n(z) have apparent simple poles at these jumps. We exemplify the approach by taking w_0 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 Painleve IV. 
Yang Chen and Gunnar Pruessner