I've been looking at the proof of 'simple function is dense in $L^p$ space in the Rudin's book 'Real and complex analysis(RCA)', Page 69, theorem 3.13.
My question is in the assumption, there is a 'finite support simple function'. But the proof does not prove the simple function has finite support. Rudin might think this is obvious, but I'm not.
How could we verify this?