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Make sure to have a JDK and thus VisualVM installed for the same architecture (32 vs. 64 bit) as the Java process used that is to be inspected. When using a 32-bit VisualVM to inspect a 64-bit Java process, not all options of VisualVM will be available, like the option to make a memory dump 

Running VisualVM

On Windows VisualVm can be found in inside the JDK installation folder: {JDK_INSTALL}\bin\jvisualvm.exe/sh

When launched (on Windows) the GUI looks like:

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