When Persona 2: Eternal Punishment arrived on PSN, it was supposed to be compatible with PS Vita and PSP, but didn't appear on either portable's version of the store. A timeframe of "a few weeks" was given for the fix, and it looks like it's about right on schedule.
A fix was implemented that allows users to transfer Persona 2 to PSP and Vita via their PlayStation 3, but those without a PS3 were out of luck. That changes when the PlayStation Store updates on Tuesday, March 12, and PSP and Vita owners will be able to download the RPG directly.
The PS Store update will kick in anywhere from 9:00 am to 7:00 am PST.