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It is the introduction when you scroll the page, the sidebar comes with an automatic(sticky sidebar) plugin "Q2W3 Fixed Widget(Sticky Widget)".
There is also a method of inserting a jQuary code, but it did not work and conflicting with the javascript code of wordpress.
By the way, please note that will stop the adsense account if use a sticky sidebar to the google adsense.
Q2W3 Fixed Widget: How to setting
Setting in the "Appearance > Fixed Widget Options".
There is no problem if you set only the contents of the "General Options" below.
Margin Top:Space setting of the upper part of the widget
Margin Bottom:Space setting of the lower part of the widget
Screen Max Width:Plugin will be disabled when browser window width equals or less then specified value
Please try to put a check the "Use jQuery(window).load() hook:" of Compatibility,if a problem occurs with the plug-in system scroll other.
Using Q2W3 Fixed Widget
In the pages of the "appearance> widget", check box labeled "Fixed widget" has been added to the widget, put a check to the widget you want to Sticky Widget.