The oldest known proof for the statement that there are infinitely many prime numbers is given by the Greek mathematician Euclid in his Elements (Book IX, Proposition 20). Euclid states the result as "there are more than any given [finite] number of primes", and his proof is essentially the following:

Suppose you have a finite number of primes. Call this number m. Multiply all m primes together and add one (see Euclid number). The resulting number is not divisible by any of the finite set of primes, because dividing by any of these would give a remainder of one. And one is not divisible by any primes. Therefore it must either be prime itself, or be divisible by some other prime that was not included in the finite set. Either way, there must be at least m + 1 primes. But this argument applies no matter what m is; it applies to m + 1, too. So there are more primes than any given finite number.

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Within the given context that has clearly proved that in our mathematical system there is an infinite number of prime numbers.