Most likely cause is overheat.
However a dying PSU can also cause the same problem.
When Running windows and it crashes you will get a blue screen and it will automatically restart, often it will restart too fast for you to see the error message.
To disable auto restart on system failure, so you can see the error message.
1. Go to Start -> Control Panel -> System (Windows+Pause works, too)
2. Go to Advanced
3. Under the Startup and Recovery section, click Settings...
4. Under System Failure un-check "Automatically restart"