some ideas
I can say that it is easy to open PSC in USA.
It isn't harder to open PSC in USA then any other business,but of course it depends on the state,as each state has it own regulations and license requirements.. As far as i know it is very hard to open sec. company in California as the regulations go over the roof..

It seems government tries to protect people against security company's there

But there are some states that do not require any licensing at all...
As i know some states require you to have 3-5 years of supervisory or management position experience to obtain your Private Security Patrol license.
I would suggest avoid those states that have no regulation or licensing cause any 'Momma & poppa Security' may pop in and under bid you.. Go where there are strictest regulations and requirements. And have sufficient money to run for approximately 12months without income.
It may take you about 10-15 thousand dollars to start private patrol business WITHOUT YOUR MONTHLY EXPENSES .You should be aware of minimum wages for security staff (More experience more money to pay), patrol car maintenance (Every few months?Annually?) costs,office rent costs etc.etc.
You should also have different manuals , forms etc. in place. And don't Forget About insurance which may cost you another 5,000$ or something in that range,not sure about insurance prices.
Costs also depends on what you will do, manned guarding (Armed/Unarmed) , cash in transit etc.
Oh,and don't forget the training costs for your guards,as probably you will need to pay for them,as for most guards costs maybe too high..
I know some consultants that provide different services/products for start-up in security as well as help with expansion etc.