Ask some people, and they’ll tell you they’ve seen a UFO in the sky themselves.
Others will say there’s plenty of evidence of aliens interacting with humans over Earth’s history, such as the pyramids, ancient Sumerian stories, and Atlantis.
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For most people, these are just conspiracy theories, although statistics show that more than half of Britons believe there’s life out there, somewhere.
It’s not the craziest idea – after all, the universe is a big place, about 93 billion light years across.
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And scientists estimate there could be more than 500 million habitable planets in the Milky Way alone, so it’s not too out there to think some of these could have life.
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But despite these stats, scientists still haven’t found any evidence of extraterrestrial life.
It’s such a mystery in fact, it’s got its own name – The Fermi Paradox, named after the Italian physicist who helped build the atom bomb.
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One theory is that humans are the only lifeform advanced enough to send and receive signals into the universe.
Another theory takes the opposite view – that we are so unadvanced and unevolved compared to aliens, they have no interest at all in contacting us at all.
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For all we know, we could be in one big space-zoo without knowing it.
But one American scientist has an even more terrifying theory.
Astronomy professor Dr Frederick Walters believes that alien civilizations have all been destroyed by something called gamma-ray bursts (GRBs).
Although it’s a name fit for a space weapon, GRBs are not some kind of sci-fi technology.
They are in fact extremely energetic explosions that happen when the core of a giant star runs out of nuclear fuel to sustain itself, causing the star to collapse under its own weight.
Due to the huge amounts of energy involved, the implosion emits a massive ‘supernova’ of highly radioactive particles.
According to NASA, they are the most powerful kind of explosion in the galaxy – one quintillion (not a typo – that's one followed by 19 zeros) times brighter than the Sun.
Bad news if you’re an alien civilization caught in its path – no matter how advanced you are.
Speaking to the Daily Mail, he said: “It's just one of many possible explanations, sort of morbid, I suppose.”
But if you’re worried we’re next, Dr Walter said not to panic due to how rare they are.
He added: “It's estimated that there is a gamma-ray burst every 100 million years or so, in any galaxy.
Also, thanks to the age of our galaxy, it’s unlikely to ever happen here, as they tend to only affect young galaxies with unstable stars.