Since you can't have an infinite number of points to plot, I think the best you can do is to specify what the tick marks say. Something like this:
set(gca,'YTick',['1','2','3','4','5', 'inf'])
If you want a break in the axes, I think someone uploaded something to the file exchange that could show squiggly lines where there was a break in the axes, but I don't recall the link.