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From:http://java.sun.com/docs/books/tutorial/getStarted/application/
A Closer Look at HelloWorld
Now that you've seen a Java application (and perhaps even compiled and run
it), you might be wondering how it works and how similar it is to other Java
applications. Remember that a Java application is a standalone Java
program-- a program written in the Java language that runs independently of
any browser.

Note: If you couldn't care less about Java
applications, you're already familiar with object-oriented concepts, and you
understand the Java code you've seen so far, feel free to skip ahead to Writing
Applets .

This section dissects the "Hello World" application you've
already seen. Here, again, is its code:
/**
* The HelloWorldApp class implements an application that
* simply displays "Hello World!" to the standard output.
*/
class HelloWorldApp {
public static void main(String[] args) {
System.out.println("Hello World!"); //Display the string.
}
}
The "Hello World" application has two blocks of comments. The first
block, at the top of the program, uses /** and */
delimiters. Later, a line of code is explained with a comment that's marked by
// characters. The Java language supports a third kind of
comment, as well -- the familiar C-style comment, which is delimited with /*
and */ . Comments
in Java Code further explains the three forms of comments that the Java
language supports.
In the Java language, each method (function) and variable exists within a class
or an object (an instance of a class). The Java language does not
support global functions or variables. Thus, the skeleton of any Java program
is a class definition. Defining
a Class gives you more information.
The entry point of every Java application is its main method.
When you run an application with the Java interpreter, you specify the name of
the class that you want to run. The interpreter invokes the main
method defined within that class. The main method controls the
flow of the program, allocates whatever resources are needed, and runs any
other methods that provide the functionality for the application. The
main Method tells you more.
The other components of a Java application are the supporting objects,
classes, methods, and Java language statements that you write to implement the
application. Using
Classes and Objects introduces you to these components.
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