First, please don't use single variable names! This is bad practice and makes files harder to read. Using a more descriptive name helps to promote code readability.
The way that List j is created, it only exists in the scope of the constructor. After your constructor, List j is no longer accessible. If you wanted it to be accessible after the constructor, have a field for the object. For example:
public class Example {
    private int specialNumber;
    private List<Integer> numberList;
    /**
    * Constructs a new Example Object
    */
    public Example(int exampleNum){
        // specialNumber can be accessed from a Getter method (getSpecialNumber)
        this.specialNumber = exampleNum;
        this.numberList = new ArrayList<Integer>();
        this.numberList.add(exampleNum);
        // numberList is a field of this Example now
        List<Integer> disappearingList = new ArrayList<Integer>();
        disappearingList.add(exampleNum);
        // After this method finishes, disappearingList will be gone
    }
    // disappearingList is no longer accessible
    /**
    * Gets this Example's specialNumber value
    * @return int this.specialNumber
    */
    public int getSpecialNumber(){
        return this.specialNumber;
    }
    /**
    * Gets this Example's numberList
    * @return List<Integer> this.numberList
    */
    public List<Integer> getNumberList(){
        return this.numberList;
    }
}
There is probably a way to hook into some of the Java cleaning methods and pull it out, but that will get a little messy. If you want to be able to create an Object inside another Object, and use it after the constructor, it must be saved as a field.