I have several PDF readers RepliGo, ezPDF, Quick Office, Docs to GO, Quick Office, Adobe, etc... Only ezPDF has a local dictionary support by integrating with colorDict. ColorDict is a separate product so you'll have to download it separately. The nice thing about this is many products like Moon+, Montango also use colorDict.
Also the Kindle 4 Android now has PDF support so it might support dictionary lookup but I've not tried it.
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