Mathematical proofs are both paradigms of certainty and some of the most explicitly-justified arguments that we have in the cultural record. Their very explicitness, however, leads to a paradox, because their probability of error grows exponentially as the argument expands. Here we show that under a cognitively-plausible belief formation mechanism that combines deductive and abductive reasoning, mathematical arguments can undergo what we call an epistemic phase transition: a dramatic and rapidly-propagating jump from uncertainty to near-complete confidence at reasonable levels of claim-to-claim error rates. To show this, we analyze an unusual dataset of forty-eight machine-aided proofs from the formalized reasoning system Coq, including major theorems ranging from ancient to 21st Century mathematics, along with four hand-constructed cases from Euclid, Apollonius, Spinoza, and Andrew Wiles. Our results bear both on recent work in the history and philosophy of mathematics, and on a question, basic to cognitive science, of how we form beliefs, and justify them to others.