[Dr_Segfault]

The mathematical concept of infinity generally derives from the axiom of infinity in Zermelo-Fraenkel set theory, which asserts the existence of the inductive set (which is the basis for the construction of the natural numbers). Specifically, it states that there exists a set N such that the empty set is in N, and for all x in N, x union {x} is also in N. This is an axiom, so it cannot be proven to be right or wrong. You can either accept this axiom, or attempt to create your own system of mathematics that does not require the axiom of infinity.