On Lévy's Brownian motion and white noise space on the circle
Brownian motions and white noises play an important role in developing many branches of probability theory, having a lot of applications. Depending on the definition of the Brownian motion, it is very useful to know the connection between Brownian motion and the white noise. In the Euclidean spaces a white noise, sometimes, can be thought as the generalized derivative of a Brownian motion process, and the white noise is a generalized random process, not an ordinary random process. In this paper, starting from the definition of Brownian motion on the circle introduced by Lévy, it is shown that this motion process is a regular Euclidean Brownian motion on the half-circle having its mirror image on the other half-circle, and is degenerated in the sense of \textit{R. A. Minlos} [Sel. Transl. Math. Stat. Probab. 3 (1962), 291--313 (1963; Zbl 0121.12501); translation from Tr. Moskov, Mat. Obshch. 8, 497--518 (1959); translation from Tr. Moskov, Mat. Obshch. 8, 497--518 (1959)]. Then, formally defining a white noise space on the circle, it is shown that the corresponding generalized random process is a Brownian bridge instead of a Brownian motion on the circle. Namely, considering Lévy's Brownian motion on the circle, the white noise cannot be seen as its derivative, but the constructed Brownian bridge is well defined and its generalized derivative can be viewed as the white noise on the circle.
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