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Chapter 1 contains the general background of our work. We briefly discuss important aspects of quantum chromodynamics (QCD) and introduce the concept of the chiral condensate as an order parameter for the chiral phase transition. Our focus is on the concept of universality and the arguments why the O(4) model should fall into the same universality class as the effective Lagrangian for the order parameter of (massless) two-flavor QCD. Chapter 2 pedagogically explains the CJT formalism and is concerned with the WKB method. In chapter 3 the CJT formalism is then applied to a simple Z(2) symmetric toy model featuring a one-minimum classical potential. As for all other models we are concerned with in this thesis, we study the behavior at nonzero temperature. This is done in 1+3 dimensions as well as in 1+0 dimensions. In the latter case we are able to compare the effective potential at its global minimum (which is minus the pressure) with our result from the WKB approximation. In chapter 4 this program is also carried out for the toy model with a double-well classical potential, which allows for spontaneous symmetry breaking and tunneling. Our major interest however is in the O(2) model with the fields treated as polar coordinates. This model can be regarded as the first step towards the O(4) model in four-dimensional polar coordinates. Although in principle independent, all subjects discussed in this thesis are directly related to questions arising from the investigation of this particular model. In chapter 5 we start from the generating functional in cartesian coordinates and carry out the transition to polar coordinates. Then we are concerned with the question under which circumstances it is allowed to use the same Feynman rules in polar coordinates as in cartesian coordinates. This question turns out to be non-trivial. On the basis of the common Feynman rules we apply the CJT formalism in chapter 6 to the polar O(2) model. The case of 1+0 dimensions was intended to be a toy model on the basis of which one could more easily explore the transition to polar coordinates. However, it turns out that we are faced with an additional complication in this case, the infrared divergence of thermal integrals. This problem requires special attention and motivates the explicit study of a massless field under topological constraints in chapter 8. In chapter 7 we investigate the cartesian O(2) model in 1+0 dimensions. We compare the effective potential at its global minimum calculated in the CJT formalism and via the WKB approximation. Appendix B reviews the derivation of standard thermal integrals in 1+0 and 1+3 dimensions and constitutes the basis for our CJT calculations and the discussion of infrared divergences. In chapter 9 we discuss the so-called path integral collapse and propose a solution of this problem. In chapter 10 we present our conclusions and an outlook. Since we were interested in organizing our work as pedagogical as possible within the narrow scope of a diploma thesis, we decided to make extensive use of appendices. Appendices A-H are intended for students who are not familiar with several important concepts we are concerned with. We will refer to them explicitly to establish the connection between our work and the general context in which it is settled.