Including jQuery from Google’s CDN has some advantages. Here are a few:
Perhaps the greatest benefit of including google hosted jQuery is that there is a good chance your visitors may not even need to download jQuery. They might have visited some other website using Google hosted jQuery and already have it downloaded and cached by their browsers.
Google have jQuery distributed across geographically dispersed servers. When a browser resolves the URL for the jQuery file it will automatically get downloaded from the closest available server.
Maximized Parallel Downloads
By not having jQuery on your own domain it can be downloaded in parallel with other stuff.
You can read more on parallel downloads here: Maximizing Parallel Downloads