Application are closed down unexpectedly under Ubuntu

Application are closed down unexpectedly under Ubuntu I'm running Ubuntu and sometimes when the system under load one of applications just disappear for some reason. Usually it is Firefox but it happens to other applications as well. There's no logs in syslog and no error message is being shown.
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Guest [Entry]

"It sounds to me like you are running into the (in)famous OOM (out of memory) Killer. When the system runs out of free memory, the kernel picks a process that is using a large amount of memory and kills it. This is a necessary evil to keep other processes running.

This page has some useful tips for understanding how the OOM killer works and changing its behavior."