BUG: GH11697 where memory allocation failed in rolling_median
closes #11697 
thanks @ajspeck

any easy test?
 On Linux probably no.  But on windows `RAND_MAX` can be quite small (32767), so you are very likely to hit that problem if you do rolling_median on a decently sized array a few times, which is why this is observed only on windows in the wild so far. 
 merged, ty.

note that the reason this was not 'rebuilding' is that the deps were not correct, https://github.com/pydata/pandas/commit/3c4a34e5870d4d1e96e51b364a2eb0ffe40d0afe
