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We prove that, given any ordinal $$\delta < \omega_2$$, there exists a transfinite $$\delta$$-sequence of separable Banach spaces $$(X_\alpha)_{\alpha < \delta}$$ such that $$X_\alpha$$ embeds isomorphically into $$X_\beta$$ and contains no subspace isomorphic to $$X_\beta$$ for all $$\alpha < \beta < \delta$$. All these spaces are subspaces of the Banach space $$E_p = \bigl( \bigoplus_{n=1}^\infty \ell_p \bigr)_2$$, where $$1 \leq p < 2$$. Moreover, assuming Martin's axiom, we prove the same for all ordinals $$\delta$$ of continuum cardinality.
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