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I would like to align an equation on the equality sign with a symbol that is inside a \left\{...\rigth\} expression. Like this,

\begin{align*}
P \left \{ X &\in A \right \} \\
&= P \left \{ X_0 \in B \right \}
\end{align*}

But this produces an error "Missing \right.." and the right hand side } from the first line is not displayed.

Why is this so, and is there a work around?

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    You cannot, they effectively hide the & from the align construction. Not in the example you give there is not reason at all to use left/right, here they don't scale and only makes your code harder to read. If you need a & inside \{.... \} you'll need to use the manual scalers. – daleif Apr 22 '21 at 06:31
  • In general only use left/right when you really need them often they do nothing or end up being overly large. – daleif Apr 22 '21 at 06:32
  • I see, thanks! The example I gave here is simplified and in the real case the \left, \right do have effect on the size of the curly brackets { }. – MrFranzén Apr 22 '21 at 06:34
  • What is "manual scalers"? – MrFranzén Apr 22 '21 at 06:34
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    you can use \bigl\{ x \bigr\} (this is a duplicate) – David Carlisle Apr 22 '21 at 06:40
  • \bigl(\Bigl(\biggl(\Biggl(\Biggr)\biggr)\Bigr)\bigr), even though there is also \big\Big... it is best to add the l/r` to them – daleif Apr 22 '21 at 07:04

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