Rolling_median fails with large number of elements
The new version of rolling_median from 0.17.1 fails with:

``` python
pandas\algos.pyx in pandas.algos.roll_median_c (pandas\algos.c:36408)()

MemoryError: skiplist_insert failed 
```

when called with series containing large number of values.  In comparison, the previous version of 0.17.0 was robust and never showed this error.

On my win-64 computer, I can routinely trigger the error by the following command:

``` python
import numpy as np
import pandas as pd
n=50000
pd.rolling_median(pd.Series(np.random.randn(n)), window=2, center=False)
```

while

``` python
import numpy as np
import pandas as pd
n=5000
pd.rolling_median(pd.Series(np.random.randn(n)), window=2, center=False)
```

works fine.

The actual point at which the error begins appears to be non-deterministic but is somewhere around n=35,000. 

Versions are as follows:
## INSTALLED VERSIONS

commit: None
python: 2.7.10.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.17.1
nose: 1.3.7
pip: 7.1.2
setuptools: 18.5
Cython: 0.23.4
numpy: 1.10.1
scipy: 0.16.0
statsmodels: 0.6.1
IPython: 4.0.0
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.4.2
pytz: 2015.7
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.4.4
matplotlib: 1.5.0
openpyxl: 2.2.6
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.7.7
lxml: 3.4.4
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.9
pymysql: None
psycopg2: None
Jinja2: None
