This is a survey on progress in metric discrepancy theory and probabilistic aspects in harmonic analysis. We start with classical limit theorems of Salem and Zygmund as well as with the work of Erdoes and Gaal and of Walter Philipp. A focus lies on laws of the iterated logarithm for discrepancy functions of lacunary sequences. We show the connection to certain diophantine properties of the underlying lacunary sequences obtaining precise asymptotic formulas. Different phenomena for subexponentially growing, for exponentially growing and for superexponentially growing sequences are established. Furthermore, relations to arithmetic dynamical systems and to Donald Knuth`s concept of pseudorandomness are discussed. Recent results are contained in joint work with Christoph Aistleitner and Istvan Berkes and it is planed to publish parts of it in a Jean Morlet Springer lecture Notes volume.[-]

As is well known, simultaneous rational approximations to the values of smooth functions of real variables involve counting and/or understanding the distribution of rational points lying near the manifold parameterised by these functions. I will discuss recent results in this area regarding lower bounds for the Hausdorff dimension of $\tau$-approximable values, where $\tau\geq \geq 1/n$ is the exponent of approximations. In particular, I will describe a very recent development for non-degenerate maps as well as a recently introduced simple technique based on the so-called Mass Transference Principle that surprisingly requires no conditions on the functions except them being $C^2$.[-]