In this paper, we present a recursive formula for the moments of phase nois
e in communication systems. The phase noise is modeled using continuous Bro
wnian motion. The recursion is simple and valid for an arbitrary initial ph
ase value. The moments obtained hy the recursion are used to calculate appr
oximations to the probability density function of the phase noise, using or
thogonal polynomial series expansions and a maximum entropy criterion.