When does the main thread stop in Java?

When the main thread stops, the program terminates.

The program terminates when there no longer is any non-daemon thread running (or someone called System.exit). The main thread can have finished long ago.

I read this statement: “The main thread must be the last thread to finish execution. When the main thread stops, the program terminates.”Is it true?

No, it is not. The virtual machine terminates if the last non-daemon thread has finished. It doesn't have to be the main thread.

Simple example:

public static void main(String[] args) {

   System.out.println("Main thread started");
   new Thread(new Runnable() {
     @Override
     public void run() {
        System.out.println("Second thread started");
        try {
          Thread.sleep(2000);  // wait two seconds
        } catch(Exception e){}
        System.out.println("Second thread (almost) finished");
     }
   }).start();
   System.out.println("Main thread (almost) finished");
}

The program terminates when all non-daemon threads die (a daemon thread is a thread marked with setDaemon(true); it's usually used for utility threads). From the documentation:

When a Java Virtual Machine starts up, there is usually a single non-daemon thread (which typically calls the method named main of some designated class). The Java Virtual Machine continues to execute threads until either of the following occurs:

• The exit method of class Runtime has been called and the security manager has permitted the exit operation to take place.
• All threads that are not daemon threads have died, either by returning from the call to the run method or by throwing an exception that propagates beyond the run method.