We present a classification scheme for phase transitions in finite systems
like atomic and molecular clusters based on the Lee-Yang zeros in the complex
temperature plane. In the limit of infinite particle numbers the scheme reduces
to the Ehrenfest definition of phase transitions and gives the right critical
indices. We apply this classification scheme to Bose-Einstein condensates in a
harmonic trap as an example of a higher order phase transitions in a finite
system and to small Ar clusters.Comment: 12 pages, 4 figures, accepted for publication in Phys. Rev. Let