This is one misbehaving design pattern. Much like Decorator, it extends object functionality. But, unlike Decorator, which always does at it's told, having a Proxy may mean that when asked, the object will do something totally different instead.
Proxy
A short detour into the RMI world
While discussing Proxy, a lot of sources, mostly related to Java, diverge into discussing another concept, RMI.
RMI in the JVM world stands for Remote Method Invocation, which is a sort of Remote Procedure Call (RPC). What that means is that you're able to call some code that doesn't exist on your local machine, but sits on some remote machine.
Although a very clever solution, it's very JVM specific, and has become less popular...