Pranayam help you to concentrate on your breath.Hence, while performing Pranayama it is very important to keep your mind alert. This is because the processes being observed are extremely ultra-fine. In Pranayama, there is no perceptible body movement as in asana. You will have to sense accurately and feel the movement of the breath within your respiratory tract, for a start - later, throughout your body. The only animated process will be breathing. Patanjali, in his treatise, the Yoga sutras, makes a couple of practical suggestions that help you to keep your attention on your breath.