Follow the next steps in order to download and install the JRockit JDK:
1. Download JRockit:
http://www.oracle.com/technetwork/middleware/jrockit/downloads/index.html
2. Change the file permission, so you can run the file:
$ chmod u+x jrockit-jdk1.6.0_37-R28.2.5-4.1.0-linux-x64.bin
3. Run the file:
$ ./jrockit-jdk1.6.0_37-R28.2.5-4.1.0-linux-x64.bin