  This paper presents the first sufficient conditions that guarantee the
stability and almost sure convergence of $N$-timescale stochastic approximation
(SA) iterates for any $N\geq1$. It extends the existing results on
One-timescale and Two-timescale SA iterates to general $N$-timescale stochastic
recursions using the ordinary differential equation (ODE) method. As an
application of our results, we study SA algorithms with an added heavy ball
momentum term in the context of Gradient Temporal Difference (GTD) algorithms.
We show that, when the momentum parameters are chosen in a certain way, the
schemes are stable and convergent to the same solution using our proposed
results.
