In this paper we present a survey about analytic properties of polynomials
orthogonal with respect to a weighted Sobolev inner product such that the
vector of measures has an unbounded support. In particular, we are focused in
the study of the asymptotic behaviour of such polynomials as well as in the
distribution of their zeros. Some open problems as well as some new directions
for a future research are formulated.Comment: Changed content; 34 pages, 41 reference