A note on stochastic approximation
Julius R. Blum · Proceedings of the American Mathematical Society · 1958
1. A theorem on convergence of a sequence of random variables is proved in ?2. In ?3 this theorem is applied to prove convergence of a class of stochastic approximation procedures. The author was unable to verify whether the theorem of ?3 could be derived from the general convergence theorem for stochastic approximation procedures due to Dvoretzky [I]. At any rate the method of proof used here appears to have some independent interest.