Can someone very simply explain to me how to compute the expected distance from the origin for a random walk in 1D, 2D$1D, 2D$, and 3D$3D$? I've seen several sources online stating that the expected distance is just sqrt(N)$\sqrt{N}$ where N$N$ is the number of time steps, but others say that the expected distance is sqrt((2*N)/pi)$\sqrt{\frac{2N}{\pi}}$. Which one is it and is it the same regardless of dimension?
Thanks