  Various aspects of the high-energy emission from relativistic jets associated
wi th compact astrophysical systems are reviewed. The main leptonic and
hadronic processes responsible for the production of high-energy $\gamma$-rays,
very-high energy neutrinos and ultra-high energy cosmic rays are discussed.
Relations between the $\gamma\gamma$ pair production and photomeson production
opacities are derived, and their consequences for the relative emission of
$\gamma$-rays and neutrinos are examined. The scaling of the size and location
of the various emission zones and other quantities with black hole mass and
dimensionless luminosity is elucidated. The results are applied to individual
classes of objects, including blazars, microquasars and gamma-ray bursts. It is
concluded that if baryons are present in the jet at sufficient quantities, then
under optimal conditions most systems exhibiting relativistic jets may be
detectable by upcoming neutrino telescopes. An exception is the class of TeV
blazars, for which $\gamma$-ray observations imply neutrino yields well below
detection limit.
