Abstract
The statistical mechanics of N cold dark matter (CDM) particles interacting via a softened gravitational potential is reviewed in the microcanonical ensemble and mean field limit. A phase diagram for the system is computed as a function of the total energy E and gravitational softening length 
. For softened systems, two stable phases exist: a collapsed phase, whose radial density profile ρ(r) is a central Dirac cusp, and an extended phase, for which ρ(r) has a central core and ρ(r) ~ r-2.2 at large r. It is shown that many N-body simulations of CDM halos in the literature inadvertently sample the collapsed phase only, even though this phase is unstable when there is zero softening. Consequently, there is no immediate reason to expect agreement between simulated and observed profiles unless the gravitational potential is appreciably softened in nature.