Factorization in independent sums of Haar system Hardy spaces

We introduce a generalization of the Bourgain-Rosenthal-Schechtman $R_{\omega }^p$ space: Let $Y$ be a Haar system Hardy space, i.e., a separable rearrangement-invariant function space on the unit interval or an associated Hardy space defined via the square function (such as dyadic $H^1$). Then we define $Y_{\omega }$ as the closed linear span in $Y$ of independent distributional copies of the spaces $Y_n$ of dyadic step functions at scale $2^{-n}$. Combining finite-dimensional and infinite-dimensional techniques, we prove that the identity operator $I$ on $Y_{\omega }$ factors through every bounded linear operator $T$ on $Y_{\omega }$ which has large diagonal, and in general, the identity factors either through $T$ or through $I-T$.