[quote=@Defacto]
Do we have the concept of alternative reality?
[/quote]

One of my characters dropped into this world from another... and he's not alone, I believe [@Dedonus] character sheet for his Greek gods has them coming from an alternate realm.  [@Gowi]'s Mage has Merlin's library as existing in a pocket dimension withing a closet.  Umbraxis has been rolling through destroying other dimensions.

...and back onto my own character he's dealt with aliens who are part of a force that protect all universes and the integrity of the space/time continuum.

So "Yes", but depending on the context for what you want to do, you might want to discuss it with the GMs prior to making your character sheet or risk having to slightly alter some of the smaller details to make it fit.