I am looking for a formula that evaluates the mean distance from origin after $N$ equal steps of Random-Walk in a $d$-dimensional space. Such a formula was given by "Henry" to a question by "Diego" (q/103170q/103170)
$$\sqrt{\dfrac{2N}{d}} \dfrac{\Gamma(\frac{d+1}{2})}{\Gamma(\frac{d}{2})}$$
I will be very gratefull if you can give me reference to an article that show how this formula was derived. Thanks!