I need it for an implementation of Dijkstra\'s algorithm, and I do have my own implementation but documenting my code would be easier with java\'s own classes.
What do you mean 'indexed'? Priority queue doesn't support indexing, unless it won't be queue any more.
Java supports standard Priority Queue like C++ STL. It can be found in java.util namespace as PriorityQueue.
No, Java standard library has no such data structure. I think most people use this: http://algs4.cs.princeton.edu/24pq/IndexMinPQ.java.html