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In the Genealogy section of About.com the surname White is of English, Scottish, and Irish origin. Alternate spellings of White are Whyte, Whiet, Wight, and Whytte. Here is the link to check it out: http://genealogy.about.com/od/surname_meaning/p/white/htm.
Almost all of them have European surnames, but only ~20% of them have a European ancestor. If you are white, chances are good one of your ancestors came from France, or used a French surname to fool the authorities.