What software and hardware components are involved? Is there a general sequence?
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The process is called [booting](https://en.wikipedia.org/wiki/Booting), and the wiki article has all the details about what components are involved.
Basically, when power is applied, there’s a chip that’s responsible for resetting the memory to all 0s and resetting the processor and other chips to a “default” state, then they perform internal checks to see if “everything is ok”, then the processor looks at the first sector on the hard disk to see if it finds instructions for loading up an operating system, Windows, Linux, whatever.
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