I saw from this post (stack) that the expected distance from the origin after $N$ steps in $d-$dimensional space is $$ \sqrt{\frac{2N}{d}}\frac{\Gamma(\frac{d+1}{2})}{\Gamma(\frac{d}{2})}. $$ I was curious to know the convergence behaviour of this (as $d\rightarrow\infty$ or as $N\rightarrow\infty$), I was hoping somebody here could help me find out?
The context for this is that I have the function $$ F_N(x) = \sum_{p\leq N}\log pe^{2\pi ipx} $$ (where $p$ is a prime number), and the average value of the absolute value of this function squared is $N\log N + o(N\log N)$; i.e. $$ \int_{0}^{1}|F_N(x)|^2dx = N\log N + o(N\log N). $$ In a sense summing $N$ random numbers from the unit circle can be bounded above by $N\log N$. I'm wondering whether the expected value from a random walk could give some insight into whether this bound is very crude or not. In fact it seems likely that it is, because creating a better bound for it would allow the circle method to dig deeper into Goldbach's conjecture.