<script type="text/javascript" src="//mydomain.com/embed.js"></script>

if (typeof jQuery == 'undefined') {
    var jq = document.createElement('script');
    jq.type = 'text/javascript';
    jq.src = 'http://ajax.googleapis.com/ajax/libs/jquery/1/jquery.min.js';
    document.getElementsByTagName('head')[0].appendChild(jq);
    jQuery.noConflict();
}

function loadScript(sScriptSrc, oCallback) {
    var oHead = document.getElementsByTagName('head')[0];
    var oScript = document.createElement('script');
    oScript.type = 'text/javascript';
    oScript.src = sScriptSrc;
    // most browsers
    oScript.onload = oCallback;
    // IE 6 & 7
    oScript.onreadystatechange = function() {
        if (this.readyState == 'complete') {
            oCallback();
        }
    }
    oHead.appendChild(oScript);
}

loadScript("jquery.js", function() {
    jQuery.noConflict();
    // call your own initialization function that uses jQuery here
});