Let $S\subseteq\mathbb{R}$ be nonempty and bounded above, and let $\beta = \sup{S}$. Suppose that $\beta \not\in S$. Prove that for each $\epsilon > 0,$ the set $\{x \in S: x > \beta - \epsilon\}$ is infinite.
So far I had started with the fact that $\beta$ was the supremum of $S$ and that by definition $\beta - \epsilon$ must be an element of $S.$ Since $S\subseteq\mathbb{R},$ which is infinite, and this set is a subset of $S,$ it seems like this set should be infinite for each $\epsilon.$ But how do I show this?
By definition of $\sup$, each such set is non-empty. Assume that for some specific $\epsilon>0$, the set is finite. Then let $m$ be its maximum. By assumption, $m<\sup S$. What can you say about $\{\,x\in S:x>\sup S-(\sup S-m)\,\}$?