Infinity kind of naturally pops up when you start considering limits. A lot of mathematics (notably: [real analysis](https://en.wikipedia.org/wiki/Real_analysis)) is based on limits. That is, that there’s a group of numbers or values that have bounds.
In a sense, limits allow you to discard a lot of information that otherwise would need to be accounted for and that would make the mathematical operation too heavy or complex. Fourier transform is a common example and is the basis of signal analysis and nowadays used in all sorts of stuff from audio processing to image compression to analyzing satellite data etc.
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