In his invitation, Steve specifically asks for examples where Window functions provided a neat solution to a real world problem. Well, sorry Steve, but I am not going to do that. But your invitation did inspire to me write about the execution plans for these window functions. And there is, in fact, so much to write about it, that this is just the first part.
So that makes this post not only a T-SQL Tuesday contribution, but also part 23 in my ongoing plansplaining series: blog posts where I take an in depth look at execution plans to explain how exactly they work, and point out often overlooked details. In this post, I will look at the basics of window functions, as they have existed for over 10 years now. I will point out a few interesting performance gotchas. And there are some links to feedback items that you can upvote (if you are so inclined) to pressure Microsoft to make some changes to the optimizer and the execution engine, to get some small but still welcome performance gains.
Read on to get an in-depth understanding of how those window functions actually operate once the database engine gets ahold of your query.