Abstract
Robbins-Monro stochastic approximation procedure \(x_{n + 1} = x_n - \frac{1}{{n + 1}}(A_{n + 1} x_n - y_{n + 1} )\) is used to solve the linear equation Ax=y in Hilbert space, where yn and An are estimators such that their arithmetic means converge to y and A, respectively. Under some additional conditions it is shown that Xn goes to the unique solution of this equation.
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