Installing JRE on JumpDrive? Possible?

What I am looking for is not a standard setup but it is very useful. I am wondering if it is possible at all.
I like jedit and use it as my editor. I also have to work on many different (Windows) computers. I started by installing JRE and Jedit on the different computers I use but it is becoming not practical when the number grow.
Is it possible to install JRE as a stand alone program and together with a Java program on a jumpdrive. Then I can just carry my jumpdrive to different computers and use the java program. This will provide a cleaner separation between the Java environment and the host OS environment..
Appreciate any comments.

Thanks for your qucik reply. If I can get JRE and Jedit working on my jumpdrive, it will be great and save me a lot of time. I am a new user so I might be asking some obvious questions here.
My question is : What is the difference between integrating JRE with IE and JRE with Jedit? If I run JRE as a stand alone program then will Jedit link to the JRE properly? Anyone care to comment on what the standard installation program does to provide the integration? I guess it is more than just copying files.
What happens if there is another JRE running already? maybe the same or different version of JRE as the one on my jump drive.
Thanks for your help.
Ken.

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