If you create a JMXMP client and the JVM containing it exits without explicitly closing the client, the server dumps a message like this on its output:
Feb 25, 2004 4:08:25 PM ServerIntermediary RequestHandler-connectionException
WARNING: The transport level gets an exception when reading input message: java.io.EOFException
java.io.EOFException
at java.io.ObjectInputStream$BlockDataInputStream.peekByte(ObjectInputStream.java:2438)
at java.io.ObjectInputStream.readObject0(ObjectInputStream.java:1245)
at java.io.ObjectInputStream.readObject(ObjectInputStream.java:324)
at com.sun.jmx.remote.socket.SocketConnection.readMessage(SocketConnection.java:211)
at com.sun.jmx.remote.generic.ServerSynchroMessageConnectionImpl$MessageReader.run(ServerSynchroMessageConnectionImpl.java:168)
at com.sun.jmx.remote.opt.util.ThreadService$ThreadServiceJob.run(ThreadService.java:208)
at com.sun.jmx.remote.opt.util.JobExecutor.run(JobExecutor.java:59)

This is unnecessarily frightening, and makes it look as if something is very wrong. This particular case (EOFException) could be recognized, and a one-line warning printed such as "client connection closed abruptly". The stack trace could be dumped with a lower severity level so that it would not be shown by default.