I think there is life on other planets, possibly more technologically advance than our own. Such a civilization having visited ours is extremely unlikely though. There are several factors:
They need a completely different way of traveling than ours: Even at the speed of light, it would take years to reach another star (the closest to Earth is over 4 light-years away). It stands to reason then, that the Aliens would need a different way of travel or be very long-lived. Which brings me to my next point.
How technologically advanced are they? If they can travel to Earth, they are definitely much, much more technologically advanced than us. Would they interfere with our primitive culture? How many other civilizations have they come across? Presumably they've done quite a lot of exploring before happening upon us. Did they observe us from a probe beforehand?
Space is huge: Look, even if you travel to stars with planets which would be ideal for lifeforms, happening upon us is like finding the needle in a haystack, the size of New York. Aliens "stumbling" upon us seems rather unlikely.
The historical aspect: The earliest human remains is about 2 million years old. That's 0,05% of the solar system's life span. We've only started exploring outside Earth's atmosphere in the last 60 years. It's reasonable to think that sentient life on other planets would follow a similar technological development, an exponential growth. If you think how many years, potentially thousands of billions or more, this universe has existed, and think of the insignificant speck of time we've been here, for another civilization to reach to not only survive to reach a technological state required, specifically in our lifetime, and actually take an interest in us, the chances that all the various criteria required to be met is astronomical.
The chance that this has happened, or will happen is so insignificant, should it happen it would be the most unlikely thing to have ever happened on this planet.
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