Jl. Denny et Ck. Abbey, PARTIAL-SUMS OF ORTHONORMAL BASES PRESERVING POSITIVITY - AND MARTINGALES, The journal of fourier analysis and applications, 4(2), 1998, pp. 151-157
We characterize, for finite measure spaces, those orthonormal bases wi
th the following positivity property: if f is a non-negative function,
then the partial sums in the expansion of f are nonnegative. The base
s are necessarily generalized Haar functions and the partial sums are
a martingale closed on the right by f.