RMI is a client-server technology, and a RMI channel can be used to communicate with the remote object(s) on the server, but the server can not call the client back.
Nothing stops you however to have two RMI channels so that both side act as client and server, if you see what I mean.
We did that to send notification to desktop application connected to a central server and it worked fine. The desktop application exports (in RMI parlance) a callback stub, connects to the central server, and register the callback stub on the server. The server can then send notifications to all connected desktop application. Of course, you need to set up the network infrastructure (firewall, etc.) so that bi-directional connections are possible. So yes, I would say it's possible, but requires a bit more effort than a single, uni-directional channel.
I had only a very quick look at this article, but it seems to illustrate the idea (if it's not the case, let me know, I'm sure I can find code snippet for this use case).
Other alternatives include polling or JMS, as mentionned in the other answer.