Random Walk - expected distance from Origin

I am looking for publications dealing with the expected Distance from Origin (not RMS mean) after a Random Walk in a 2 or 3 dimensional space (not latticed). I would appreciate if anyone can point to some references to publications related to (or including) this subject. I am speaking about a Random Walk of N equal steps with random directions in a 2 dimensional space (plane) or in a 3 dimensional (space). No lattice will restrict the possible locations after each step. The request is for references and not for the solution itself! Thanks.

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For the simple random walk on the integer line, the distance after $n$ steps is equivalent to $\sqrt{2n/\pi}$. // What do you mean by 2 or 3 dimensional space (not latticed)? –  Did Apr 10 '12 at 15:00
I approved an edit by an anonymous user, because I felt that it was very likely that the OP was behind the edit. @user28756, do login before editing! Then you don't need to get the edit on your own question approved by a high-rep user. Of course, if I was wrong, and the editor was actually somebody else, then I apologize. The OP can then roll back the edit. –  Jyrki Lahtonen Apr 11 '12 at 7:56
Related:Expected Value of Random Walk –  draks ... Apr 16 '12 at 17:19
–  Did Jan 10 '14 at 22:51