The Yoga Sutras of Patanjali – Translation and Commentary by Sri Swami Satchidananda
The Roots of Yoga – James Mallinson & Mark Singleton
Buddhism Without Beliefs – Stephen Batchelor
Pranayama translates as Prana (life energy / breath) + ayama (control). It’s a way of controlling our breathing to influence our physical / mental state and is a core component of yoga. Some exercises can be found here.