I am trying to prove the closure property of regular language with a function $f(w)$ over alphabet $\Sigma$ for any string $w \in \Sigma^*$.
$f(w) =$ string obtained by taking symbols of $w$ at even position (ex. $f(aabbaa) = aba$).
I define $$ f(L) = \{ f(w) \mid w ∈ L \} $$
I am trying to prove that for any regular language $L$, $f(L)$ is also regular.
I am a little confused on how to prove this. What I am thinking is to create a NFA that would skip every other string through empty string progression but not sure how to define this mathematically. Any help is appreciated
I'm not sure what you mean by "skip every other string", however, I assume that you want to build an NFA with $\epsilon$-transitions.
You can generate a new NFA with $\epsilon$-transitions accepting your modified language as follows. For each state $q$ of your NFA, create two states in your modified NFA: one corresponding to "original" $q$, and one "phantom state" $q^\prime$. For each transition labelled by symbol $s$ from state $a$ to $b$ in the original NFA, generate an $\epsilon$-transition from $a$ to $b^\prime$ and a transition labelled by $s$ from $a^\prime$ to $b$.
This results in a bipartite graph, and your NFA now jumps to the "phantom"-half of the graph in every second step, essentially skipping all the characters that were on the odd positions in the original string. Now, one should be able to verify that this NFA accepts the new modified language by the obvious induction.