Steps for Application Initialization in Magento
Step 1: Run the file index.php
Step 2: Include Mage.php
If Mage.php not exist => redirect to the downloader of magento
If exist a file Mage.php => Conduct the command: Mage::run($mageRunCode, $mageRunType);
App::run($mageRunCode, $mageRunType)
Step 3: Load configuration files in app/etc/modules
Step 4:Load configuration files in the module (app/code/core/Mage/Customer/etc/config.xml)
Step 5: Update/create version of modules in core_resource
Step 6: Update/create database of modules
Step 7: Mage_Core_Controller_Varien_Front::dispatch()
Step 8: Use routers to define the controller and action requested
Step 9: Call dispatch() of the controller that is requested
Step 10: Call action of the controller that is requested
Step 11: Return HTML code for the browser