Set of all factors of regular language regular? If $L$ is a regular language (i.e. acceptable by a finite automata), is the the set of its factors (infixes) also regular?

We can proceed by induction on the regularity of the language. There are $5$ cases to consider:


*

*The empty language. Well, in this case, the infixes would also constitute the empty language, which is regular.

*A singleton language. The infixes would constitute just the singleton language again, so we're done here. If the empty string is allowed, then we're still OK because all finite languages are regular.

*For union $A \cup B$, we notice that any term in the language is in either in $A$ or $B$ and we proceed by the inductive hypothesis.

*For concatenation $A . B$ we notice that an infix is either an infix of $A$, an infix of $B$ or a suffix of $A$ and a prefix of $B$. The first two proceed by inductive hypothesis. Since regularity closure is known for prefixes and suffixes, the other case works.

*Finally, for Kleene-star $A^*$, there are $2$ cases to consider. The first is that every infix term is a suffix of $A$, followed by $A^*$, followed by a prefix of $A$. From the known prefix/suffix closures of regular languages, and concatenation, we can combine these into a regular language. For the other case, we have that the infix is an infix of $A$ itself. In this case, we get our result by induction. Then we just use union to put the two cases together into a regular language*.


*This case may need more careful formal treatment than I have given it.
