Being financially out-muscled by their local rivals would have been unheard in the past, but Lambert says that is now the reality at Villa.
"We couldn't do Lukaku - that was the crux of the thing," said Lambert.
"That's not a sleight on Randy Lerner, because he's put a lot of money into this place, so I've got nothing but praise for Randy on that side. You can't argue with what the chairman's done to this club.
"But you can't sustain that level - it's too much.
"Someone asked me 'Do you keep getting little nuggets along the way?' and that's the challenge, you've got to go and try and do it. If teams are going to spend a lot of money you have to find a way to combat that.
"That's the nature of it. I know the challenge. I'm not going to run away from it.
"You've got to trust your own eyes. I've got a great assistant manager with me and good people round about me. The challenge is we're at a massive club and the expectancy is huge."
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