Be sure to tell LaTeX where the line breaks should occur and where on each line alignment should take place. In the example at hand, alignment should probably happen on the four =
symbols, right?
Some suggestions to make the material a bit more compact so that even the longest line fits inside the available space:
Omit the \cdot
directives -- they take up a lot of space and, frankly, aren't needed for legibility.
Load the mleftright
package and issue the instruction \mleftright
in the preamble. That way, the extra whitespace to the left of each \left
directive and to the right of each \right
directive is suppressed. Alternatively, you could simply omit all six \left
and all six \right
directives, since the curly braces they apply to don't need to be enlarged in the first place.
Some additional suggestions:
Do arrange the elements in the third equation so that they correspond more naturally to those in the second and fourth equation.
Since E
is an operator, it should be set in an upright font shape. See the code below for an implementation of this idea.
Use \mathbf
instead of \textbf
in math mode.
Do fix the misplaced position of the very last )
symbol in the final line: It should be ... \mathbf{u}_{\beta})
instead of ...\mathbf{u}_{\beta)}
, right?

\documentclass{article}
\usepackage{amsmath}
\DeclareMathOperator{\E}{E}
\usepackage{mleftright}\mleftright
\begin{document}
\begin{align}
\delta_{\E}^{2}(\mathbf{u})
&= \E\left\{ Z^{*}(\mathbf{u})-Z(\mathbf{u})\right\} \\
&= \E\left\{ [Z^{*}(\mathbf{u})^2] \right\}-2 \E\left\{ Z ^{*}(\mathbf{u}) Z(\mathbf{u}) \right\} +\E\left\{ [Z(\mathbf{u})]^2 \right\} \\
&= C(0)-2\sum_{\alpha=1}^{n} \lambda_{\alpha}\E\left\{ Z(\mathbf{u}) Z(\mathbf{u}_{\alpha}) \right\} +\sum_{\alpha=1}^{n}\sum_{\beta=1}^{n}\lambda_{\alpha}\lambda_{\beta } \E\left\{ Z(\mathbf{u}_{\alpha}) Z(\mathbf{u}_{\beta}) \right\} \\
&= C(0)-2 \sum_{\alpha=1}^{n}\lambda_{\alpha}C(\mathbf{u},\mathbf{u}_{\alpha}) +\sum_{\alpha=1}^{n}\sum_{\beta=1}^{n} \lambda_{\alpha}\lambda_{\beta} C(\mathbf{u}_{\alpha}\mathbf{u}_{\beta})
\end{align}
\end{document}
%\end{align}
is wrong. As well as\textbf{..}
align
environment actuallyalign
if you have alignment points (&
) just useequation
for a single equation. Your question would be much clearer if you provided a complete small document (as in Christian's answer) in particular you ask to make it fit into the page without saying how wide the page is.