First lets check the md5sum:

#md5sum android-studio-bundle-162.4069837-windows.exe
0a8d2931afab56d407f4eb0ef7e54486  android-studio-bundle-162.4069837-windows.exe

Cut in into pieces:

split -b 100m android-studio-bundle-162.4069837-windows.exe

It gives pieces named xaa .. xat

I download it on Windows, combine them:

copy /b x*.* out.exe

Check the integrity:

CertUtil -hashfile out.exe MD5
MD5 hash of file out.exe:
0a 8d 29 31 af ab 56 d4 07 f4 eb 0e f7 e5 44 86
CertUtil: -hashfile command completed successfully.

You can see that the MD5 matches, so it has been transferred successfully.
I needed to do this because after transferring the huge 1.88 GB file, it failed to install while meant it was damaged while being downloaded. This way, if one of the pieces was transferred incorrectly, I could just redownload that alone.