Earlier quoted context omitted.
Mathematician here. You can't have a uniform distribution on a set with infinite measure. Unbounded sets are fine as long as they have finite measure.
What is an unbounded set with finite measure?
For example, consider a set that contains (0,1/2), (1,1+1/2), (2,2+1/4), ... etc, so interval i has measure 2^-i. It should be obvious that there is no largest element, and if you sum the measures of all the sets you will find that the measure is 1. A big chunk of "doing mathematics" is having a library of techniques on tap to come up with weird objects like this to attack assumptions.