We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t , this leads to orthogonal polynomials with the Hermite weight perturbed by a factor that has a multiple zero at t. We show through a pair of ladder operators, that the diagonal recurrence coefficients satisfy a particular Painlevé IV equation for any real multiplicity. If the multiplicity is even they are expressed in terms of the generalized Hermite polynomials, with t as the independent variable. † ychen@ic.ac.uk