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whether JAVA is support TSR programs?

+2  A: 

What do you mean with "TSR"? Do you mean "Terminate and Stay Resident", a term from MS-DOS twenty years ago, which means a program that stays running in the background?

For which operating system?

On Unix-like operating systems, you can start a Java program in the background in exactly the same way as you'd run other programs in the background. You can use nohup to make the program continue to run when you close the terminal window.

On Windows, there are tools available to run your Java program as a Windows service. Have a look at Open Source Software to start up Java as Windows Service/Unix Daemon, for example.

Jesper