1. In the left panel of the WebSphere admin console, select Servers > Server Types > WebSphere application servers > your_server > Ports.
2. Select WC_defaulthost (HTTP).
3. Select View associated transports.
4. Select the name of the transport chain that includes the HTTP transport, and then select the name of the HTTP transport channel.

By default, "Use persistent (keep-alive) connections" is selected, which enables persistent connections. Also, by default, "Persistent timeout" is set to 30 (seconds), which will cause an inactive connection to be torn down after 30 seconds.

This wikipedia article describes what a persistent connection is, and lists some of the advantages of persistent connections.