They've both made plenty of bids in the past and had them rejected, just about every time the transfer windows open the local press up here is blabbering on about the "Old Firm interested in signing Anderson." Could be bullshit though.
He is (was) the undoubted star of the Aberdeen team, big fish in a small pond (most of our players are League One/Two standard at best), but he's got a pretty slight build and his distribution isn't great, I don't think he'll cope in the EPL too well.