  We study the Gibbs dynamics for the Zakharov-Yukawa system on the
two-dimensional torus $\mathbb{T}^2$, namely a Schr\"odinger-wave system with a
Zakharov-type coupling $(-\Delta)^\gamma$. We first construct the Gibbs measure
in the weakly nonlinear coupling case ($0 \leq \gamma<1$). Combined with the
non-construction of the Gibbs measure in the strongly nonlinear coupling case
($\gamma=1$) by Oh, Tolomeo, and the author (2020), this exhibits a phase
transition at $\gamma = 1$. We also study the dynamical problem and prove
almost sure global well-posedness of the Zakharov-Yukawa system and invariance
of the Gibbs measure under the resulting dynamics for the range $ 0 \leq \gamma
< \frac 13$. In this dynamical part, the main step is to prove local
well-posedness. Our argument is based on the first order expansion and the
operator norm approach via the random matrix/tensor estimate from a recent work
Deng, Nahmod, and Yue (2020). In the appendix, we briefly discuss the
Hilbert-Schmidt norm approach and compare it with the operator norm approach.
