After a general introduction to the study of random walks on groups, we discuss the relationship between limit theorems for random walks on Lie groups and Diophantine properties of the underlying distribution. Indeed, we will discuss the classical abelian case and more recent results by Bourgain-Gamburd for compact simple Lie groups such as SO(3). If time permits, we discuss some new results for non-compact simple Lie groups such as SL_2(R). We hope to touch on the relevant methods from harmonic analysis, number theory and additive combinatorics. The talk is aimed at a general audience.