A Generalized Freud Weight

We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a generalized Freud weight w(x;t)=|x|2λ+1exp(−x4+tx2),x∈R,with parameters λ>−1 and t∈R, and classical solutions of the fourth Painlevé equation. We show that the coefficients in these recurrence relations can be expressed in terms of Wronskians of parabolic cylinder functions that arise in the description of special function solutions of the fourth Painlevé equation. Further we derive a second‐order linear ordinary differential equation and a differential‐difference equation satisfied by the generalized Freud polynomials.