We study finite temperature correlation functions and quasinormal modes in a strongly coupled conformal field theory holographically dual to a small black hole in global Anti-de Sitter spacetime. Upon variation of the black hole radius, our results smoothly interpolate between known limits corresponding to large black holes and thermal AdS space. This implies that the quantities are continuous functions of energy density in the microcanonical ensemble, thus smoothly connecting the deconfined and confined phases that are separated by a first order phase transition in the canonical description.
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