First things first - Persistent Illusions is the sequel to Probability Angels (The Matthew and Epp Stories). If you haven't read Probability Angels, there's no way you're going to be able to follow this book. Heck, I had a tough time with it and I did read the first book!
In Probability Angels, Joseph Devon introduced us to a group of characters who, instead of moving on after their deaths, stuck around to push humans to greater levels of achievement. These "testers" have to accomplish their work under constant threat of another group of undead known as "rotted things," whose main goal is to, well, eat the Testers. They all exist on a level above (or just beyond) our world, so they're invisible to the rest of us while they wage their war.
In Persistent Illusions, the gang from Probability Angels is back, but much worse for wear. Everyone from the most experienced Tester to the least powerful Rotted Thing seems to be going through some existential (post-existential?) crisis, and nobody seems to know what they're doing most of the time. The story is loosely centered on the discovery of a human with so much potential that he becomes a prize of sorts for both factions, and one that involves time travel, invisible prisons, super-zombies and wedding receptions.
Honestly, as much as I enjoyed Probability Angels, Persistent Illusions was a tough book to get into. The story took a long time to really get rolling, and the characters I remembered from the first book - even the ones that the series is named after - seemed like secondary players this time around. Devon introduces some interesting concepts, his dialogue is sharp and once things start happening, they happen on a grand scale. It just seemed like a bumpy road getting to that point. Still, it's a good story overall, and it's definitely good to see the concepts presented in Probability Angels continuing.