Page 13 of the US PSP manual:
LCD screen
Red, blue, or green spots (bright spots) or black spots (dark spots) may appear in certain locations on the LCD screen. The appearance of such spots is a normal occurance associated with LCD screens and is not a sign of malfunction. LCD screens are made using highly precise technology.
However, a very small number of dark pixels or continuously lit pixels exist on each screen. Also, a distorted image may remain on the screen for several seconds after the system has been turned off.