Automatic instantiation of a session bean

Is there any way to instantiate a Stateful Session bean automatically, when
the application server starts, or when the bean is deployed? I am looking
for ways to create a session in the service-like fashion (similar to the
Windows NT service or Unix daemon process), so that it can perform automated
tasks, without waiting for the client to bring it to life.

Ideally, I would like to find a solution that works in all server
environments. But if there is no way to make it server-agnostic, I am ready
to accept whatever works.

TIA

Alex Molochnikov
Gestalt Corporation