  The low energy excitation of the rotating D3-branes is thermodynamically
stable up to a critical angular momentum density. This indicates that there is
a corresponding phase transition of the ${\cal N}$=4 large $N$ super Yang-Mills
theory at finite temperature. On the side of supergravity, we investigate the
phase transition in the grand canonical ensemble and canonical ensemble. Some
critical exponents of thermodynamic quantities are calculated. They obey the
static scaling laws. Using the scaling laws related to the correlation length,
we get the critical exponents of the correlation function of gauge field. The
thermodynamic stability of low energy excitations of the rotating M5-branes and
rotating M2-branes is also studied and similar critical behavior is observed.
We find that the critical point is shifted in the different ensembles and there
is no critical point in the canonical ensemble for the rotating M2-branes. We
also discuss the Hawking-Page transition for these rotating branes. In the
grand canonical ensemble, the Hawking-Page transition does not occur. In the
canonical ensemble, however, the Hawking-Page transition may appear for the
rotating D3- and M5-branes, but not for the rotating M2-branes.
