According to http://www.fileformat.info/info/unicode/char/3a3/index.htm , the unicode value for this character is U + 03A3, so you just need to use the unicade escape sequence:
System.out.println("\u03A3");
Now the problem is that the console on which String is printed must support Unicode and use a font that supports this character, otherwise you will probably see '?' instead of sigma.
source share