Reference Request, Random Walk

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The expected distance from origin after a random walk of $N$ steps in a $d$ dimensional space, is close to $$\sqrt{\dfrac{2N}{d}}\dfrac{\Gamma\left(\dfrac{d+1}{2}\right)}{\Gamma\left(\dfrac{d}{2}\right)}$$ for very large $N$. This was mentioned here. I would be very obliged if someone can mention to me a reference (bibliographic) to an article, book or any publication, where this expression was derived or mentioned. Please restrict to references, and not explanation of the formula itself.