add links to the python memory management tutorial.

doc/tutorial/index.txt

@@ -43,3 +43,4 @@ you out.
     debug_faq
     extending_theano
     faq
+    python-memory-management

doc/tutorial/python-memory-management.txt

+.. _python-memory-management:
+
 Python Memory Management
 ========================
 

doc/tutorial/python.txt

@@ -11,3 +11,5 @@ tutorials/exercises if you need to learn it or only need a refresher:
   * `Python Challenge <http://www.pythonchallenge.com/>`__
   * `Dive into Python <http://diveintopython.net/>`__
   * `Google Python Class <http://code.google.com/edu/languages/google-python-class/index.html>`__
+
+We have a tutorial on how :ref:`python manage its memory <python-memory-management>`