Zhang's research covers a broad range of problems in probability theory, he will work on normalized random walks, local limit theorems, large deviations, and renewal theory. In sequential analysis, problems in nonlinear renewal theory, power-one tests and confidence sequences, multi-decision and selection, clinical trials, multi-armed bandit, and optimal stopping will be persued. Problems in statistical inference include those involving empirical Bayes estimation, mixture models, testing and estimation under biased sampling schemes, information and asymptotic efficiency, and large sample theory. Zhang's research involves a wide variety of problems in the fields of probability and statistics.