NULLs in window ORDER BY

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In PostgreSQL (and the SQL standard), NULLs sort as if they are larger than any non-NULL: NULLS LAST in ASC, NULLS FIRST in DESC. MySQL and SQL Server treat NULLs as smaller (NULLS FIRST in ASC). You can control this explicitly with ORDER BY col ASC NULLS LAST or ORDER BY col DESC NULLS LAST. This matters a lot for LAG/LEAD and ranking functions - a NULL at the start of the window means the first real row gets NULL from LAG even when you didn't expect it.