New to Java

is it possible to run a .jar file without having to install the JVM/JRE to the machine? i created an executable .jar file that has classes that extends JFrame, and its stored in my USB flash drive, and i created a autorun.inf that executes this .jar file, but it only works when JVM/JRE is installed i the PC. What i hope to accomplish is to copy relevant Java files,(only those files i need to run windows or JFrames), into my USB and run my executable .jar file using the said Java files. is that even possible? thanks for the help.