List<int> list = arrayList.Cast<int>().ToList();
if you have non integers in the array but still want integer list then try with
List<int> integers = arrayList.OfType<int>().ToList();
or you items directly to a List of integers as below
List<int> list = new List<int>();
for(int j=0;j<dt.Rows.Count;j++)
{
list .Add(Convert.ToInt16(dt.Rows[j].ToString().Substring(3,dt.Rows[j].ToString().Length-3)));
}