Here's what I have for now:
\begin{tikzpicture}[->,>=stealth',shorten >=1pt,auto,node distance=3.5cm,
semithick, bend angle=35]
\tikzstyle{every state}=[fill=none,draw=black,text=black,shape=circle]
\node[state] (s0) {$s_0$};
\node[state] (s1) [above left of =s0] {$s_1$};
\node[state] (s2) [below left of =s0] {$s_2$};
\path (s0) edge [bend left] node {$a$} (s1)
(s0) edge [bend right] node {$b$} (s2);
\end{tikzpicture}

I would like to know if it is possible to add an arc between two arrows:

Any help will be appreciated, thanks!


