Unconditional martingale difference sequences in Banach spaces

For a Banach space Y, the question of whether Lp(μ,Y) has an unconditional basis if 1<p<∞ and Y has unconditional basis, stood unsolved for a long time and was answered in the negative by Aldous. In this work we prove a weaker, positive result related to this question. We show that if (yj) is a basis of Y and (di) is a martingale difference sequence spanning Lp(μ) then the sequence (di⊗yj) is a basis of Lp(μ,Y) for 1?p<∞. Moreover, if 1<p<∞ and (yj) is unconditional then (di⊗yj) is strictly dominated by an unconditional tensor product basis. In addition, for 1<p<∞, we show that if (di)⊂Lp(μ) is a martingale difference sequence then there exists a constant K>0 so that