The following code:
\begin{align*} \lim_{u\rightarrow\infty}\frac{\psi(u)}{\overline{F_I}(u)}&=\left(\frac{\rho}{1+\rho}\right)\sum_{n=0}^{\infty}n(1+\rho)^{-n}\\
&=\left(\frac{\rho}{1+\rho}\right)\sum_{n=0}^{\infty}\sum_{m=0}^{n}(1+\rho)^{-n}\\
&=\left(\frac{\rho}{1+\rho}\right)\sum_{m=0}^{\infty}\sum_{n=m}^{\infty}(1+\rho)^{-n}\\
&=\sum_{m=0}^{\infty}(1+\rho)^{-m}=\frac{(1+\rho)^{-1}}{1-(1+\rho)^{-1}}=\rho^{-1}.\qed \end{align*}
produces following error:
"! Paragraph ended before \align* was complete.
<to be read again>
\par "
What seems to be the problem?
Edit:
Actually, the culprit was the following alignment above the original alignment
\documentclass[a4paper, twoside, ngerman, openright, 12pt]{report}
\usepackage[T1]{fontenc}
\usepackage[ngerman]{babel}
\begin{document}
\begin{align*}
\frac{\psi(u)}{\overline{F_I}(u)}&=\left(\frac{\rho}{1+\rho}\right)\sum_{n=1}^{\infty}(\frac{\lambda\mu}{c})^{n}\frac{\overline{F_I^{n }}(u)}{\overline{F_I}(u)}\\
&\leq K\left(\frac{\rho}{1+\rho}\right)\sum_{n=1}^{\infty}\left(\frac{1+\rho\right)^{-n}(1+\epsilon)^{n}<\infty.
\end{align*}
\end{document}
\qedhere(assuming you're usingamsthm). – egreg Apr 26 '12 at 21:14amsmathandamsthm), there must be something in your preamble that is causing the problem. – Peter Grill Apr 26 '12 at 21:15\documentclassand the appropriate packages so that those trying to help don't have to recreate it. In this case I suspect that you'll solve your own problem by the time you compose a MWE. – Peter Grill Apr 26 '12 at 21:17align*environment; if that's so, simply remove those blank lines; otherwise, as Peter Grill suggested, add a MWE. – Gonzalo Medina Apr 26 '12 at 21:20