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Iosif Pinelis
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By the Dede Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $z$ and $u$ are real numbers, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ asif $z\to\infty$ and $u=O(1)$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*}\begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j|\,|S_n|\le|k|)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $z$ and $u$ are real numbers, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the de Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $z$ and $u$ are real numbers, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ if $z\to\infty$ and $u=O(1)$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j|\,|S_n|\le|k|)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

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Iosif Pinelis
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By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $z$ and $u$ is aare real numbernumbers, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $u$ is a real number, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $z$ and $u$ are real numbers, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

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Iosif Pinelis
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By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $u$ is a real number, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m||S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(|S_n=j)\to0, \end{align*}\begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$;
that that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$, we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $u$ is a real number, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and \begin{align*} P(M^*_n\ge m||S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(|S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$;
that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$, $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

By the De Moivre–Laplace theorem, \begin{equation} P(S_n=k)=P(B_n=(n+k)/2)\sim\frac1{\sqrt{\pi n/2}}\,\exp\{-k^2/(2n)\}, \end{equation} where $B_n$ is a random variable with the binomial distribution with parameters $n$ and $1/2$ and $k=O(\sqrt n)$. Here and in what follows, $k$ and $m$ are integers which equal $n\text{ mod }2$, and $n\to\infty$.

So, by the reflection principle (Theorem 0.8, page 4), for \begin{equation} M_n:=\max_{0\le j\le n}S_j \end{equation} we have \begin{align*} P(M_n\ge m,S_n=k)=P(S_n=2m-k)&\sim P(S_n=k)\exp\{-\tfrac1{2n}((2m-k)^2-k^2)\} \\ &\sim P(S_n=k)\exp\{-2z(z-u)\} \end{align*} if $m\sim z\sqrt n$, $k=(u+o(1))\sqrt n$, $u$ is a real number, and $z>0\vee u$, so that \begin{align*} P(M_n\ge m|S_n=k)\to\exp\{-2z(z-u)\}, \end{align*} and obviously $\exp\{-2z(z-u)\}\to0$ as $z\to\infty$. Therefore, \begin{align*} P(M_n\ge m|S_n=k)\to0 \end{align*} uniformly in $k$ if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$. So, letting \begin{equation} M^*_n:=\max_{0\le j\le n}|S_j|, \end{equation} by the symmetry we have \begin{align*} P(M^*_n\ge m|S_n=k)\le P(M_n\ge m|S_n=k)+P(M_n\ge m|S_n=-k)\to0 \end{align*} and hence \begin{align*} P(M^*_n\ge m|\,|S_n|\le|k|)=\sum_{j\colon|j|\le |k|}P(M^*_n\ge m|S_n=j)P(S_n=j)\to0, \end{align*} if $k=O(\sqrt n)$ and $m/\sqrt n\to\infty$; that is, $M^*_n=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$.
In particular, it follows that for even $n$ we have $S_{n/2}=O_P(\sqrt n)$ conditionally on $S_n=O(\sqrt n)$, as desired.

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Iosif Pinelis
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