Blog post about user defined window functions

[alamb]

Is your feature request related to a problem or challenge?

We recently did a bunch of work to support user defined window aggregates: #5781

It would be great to write a blog post to highlight this support as I don't think it is as common.

Describe the solution you'd like

The basic outline would be:

1. introduce window functions in SQL
2. Introduce siding windows
3. Explain why computing them is hard
4. Show how to do it in DataFusion, and show how fast it can be

Describe alternatives you've considered

No response

Additional context

No response