Amount of data in a database table
You need to check the server's error log(s).  There are too many situations that could cause this problem.  For example:


The table is corrupt, and InnoDB detects this while reading an invalid page checksum.  The default behavior here is to shutdown to force an administrator to intervene.
Your server is over configured to use way too much memory.  The OOM killer terminates mysqld.
There is no problem at all.  The client disconnects, but the server keeps running the ALTER statement, and it eventually finishes.