How do I load third party JavaScript from a CDN when using RequireJS?

This will load jQuery from a CDN:

<script src="http://requirejs.org/docs/release/2.1.5/comments/require.js"></script>
<script type="text/javascript">
  require.config({
    paths: {
        "jquery": "https://ajax.googleapis.com/ajax/libs/jquery/1.8.1/jquery.min"
    },
    waitSeconds: 40
  });
</script>

<div id="message">hello</div>

<script type="text/javascript">
  require( ["jquery"],
    function ($) {
      alert($.fn.jquery + "\n" + $("#message").text());
    }
  );
</script>

Fiddle Here.

This page from the requirejs docs shows how to eliminate a path from the optimised build. Basically use the empty: scheme. Excerpt here:

node ../../r.js -o name=main out=main-built.js baseUrl=. paths.jquery=empty: