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I suggest that you try to reinstall the phone software using SUS.
http://www.sonymobile.com/gb/tools/update-service/
If the problem still remains this needs to be checked at an repair center. In that case contact your local support team.
http://www.sonymobile.com/global-en/support/contact-us/contact-info/
There is different version of the Walkman application, and the one being used by Xperia J does unfortunately not have the visualizer.
I have warranty 1years at Sony Centre ,better I sent it to sony centre.Very dissapointed with my WALKMAN ,can SONY do something like renew version WALKMAN in your next update of build number or Android Version ?Other than that ,thanks for your respons .