I hate answering with a link, but that explains it - http://paulirish.com/2010/the-protocol-relative-url/
Using a relative protocol URL, such as "// mydomain / myresource", ensures that the content will be served in the same way as the hosting page. This can make testing a little more inconvenient if you ever use FILE: // and then some remote locations, as they will obviously return to FILE. However, it allows mixed insecure / protected messages that you can trigger without using it.
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