Multipliers on bi-parameter Haar system Hardy spaces

Let $(h_I)$ denote the standard Haar system on $[0,1]$, indexed by $I\in \mathcal D$, the set of dyadic intervals and $h_I\otimes h_J$ denote the tensor product $(s,t)\mapsto h_I(s) h_J(t)$, $I,J\in \mathcal D$. We consider a class of two-parameter function spaces which are completions of the linear span $\mathcal{V}(\delta^2)$ of $h_I\otimes h_J$, $I,J\in \mathcal D$. This class contains all the spaces of the form $X(Y)$, where $X$ and $Y$ are either the Lebesgue spaces $L_p[0,1]$ or the Hardy spaces $H_p[0,1]$, $1\le p<\infty$. We say that $D\colon X(Y)\to X(Y)$ is a Haar multiplier if $D(h_I\otimes h_J) = d_{I,J} h_I\otimes h_J$, where $d_{I,J}\in \mathbb{R}$, and ask which more elementary operators factor through $D$. A decisive role plays the {\em Capon projection} $\mathcal{C}\colon \mathcal{V}(\delta^2)\to \mathcal{V}(\delta^2)$ given by $\mathcal{C} h_I\otimes h_J = h_I\otimes h_J$ if $|I|\leq |J|$, and $\mathcal{C} h_I\otimes h_J = 0$ if $|I| > |J|$, as our main result highlights: Given any bounded Haar multiplier $D\colon X(Y)\to X(Y)$, there exist $\lambda,\mu\in \mathbb{R}$ such that \begin{equation*} \text{$\lambda \mathcal{C} + \mu (\mathrm{Id}-\mathcal{C})$ approximately $1$-projectionally factors through $D$,} \end{equation*} i.e., for all $\eta>0$, there exist bounded operators $A,B$ so that $AB$ is the identity operator $\mathrm{Id}$, $\|A\|\cdot\|B\|=1$ and $\|\lambda \mathcal{C} + \mu (\mathrm{Id}-\mathcal{C}) - ADB\|<\eta$. Additionally, if $\mathcal{C}$ is unbounded on $X(Y)$, then $\lambda = \mu$ and then $\mathrm{Id}$ either factors through $D$ or $\mathrm{Id}-D$.