Does Jquery Mobile Load Entire Files to Each Client?

Does Jquery Mobile Load Entire Files to Each Client?

I am just looking at the file sizes of Jquery and Jquery Mobile

both of them total around 450kb - so does each client load this "half Meg" on load of your webpage? or is the remote file called on functions incrementally? 

I am just wondering because of the speed and lag of mobile phones it might not even be all that practical to use..?