In Java, a thread represents a process within a process. And multiple threads represent multiple processes within a single process. A thread, hence, is also called a lightweight process. Basically, this means that for any process to run, it relies on multitudes of threads to perform every subtask needed to accomplish the process goal. And every thread has its own local variables, stack, and program counter.
If you're looking to learn java, you should get a better understanding of threads and processes by doing a project which requires concurrent execution of various components of a program.
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