\documentclass{article}
\usepackage{amsmath,amssymb,pgf,tikz}
\usetikzlibrary{arrows,automata}

\usetikzlibrary{decorations.pathreplacing}

% credit to http://tex.stackexchange.com/questions/128064/how-to-overbrace-underbrace-in-text-mode-using-tikz
\tikzstyle{overbrace text style}=[above, pos=.5, yshift=3mm]
\tikzstyle{overbrace style}=[decorate,decoration={brace,raise=2mm,amplitude=3pt},-]

\begin{document}

\begin{tikzpicture}[->,>=stealth',shorten >=1pt,auto,node distance=1.5cm,semithick]
  \tikzstyle{every state}=[fill=white,draw=black,text=black,minimum size=1.1cm]

  \node (A) {};
  \node[state] (A2) [right of=A] {$\lambda_1$};
  \node[state] (A3) [right of=A2] {$\lambda_1$};
  \node (A4) [right of=A3] {$\cdots$};
  \node[state] (A5) [right of=A4] {$\lambda_1$};
  \node (A6) [right of=A5] {};

  \draw [overbrace style] (A2.north west) -- (A5.north east) node [overbrace text style] {$l_1$};

  \node (B) [below of=A,node distance=2cm] {};
  \node[state] (B2) [right of=B] {$\lambda_2$};
  \node[state] (B3) [right of=B2] {$\lambda_2$};
  \node (B4) [right of=B3] {$\cdots$};
  \node[state] (B5) [right of=B4] {$\lambda_2$};
  \node (B6) [right of=B5] {};

  \draw [overbrace style] (B2.north west) -- (B5.north east) node [overbrace text style] {$l_2$};

  \node (C) [below of=B] {};
  \node (C2) [right of=C] {\vdots};
  \node (C3) [right of=C2] {};
  \node (C6) [below of=B6] {};

  \node (D) [below of=C] {};
  \node[state] (D2) [right of=D] {$\lambda_n$};
  \node[state] (D3) [right of=D2] {$\lambda_n$};
  \node (D4) [right of=D3] {$\cdots$};
  \node[state] (D5) [right of=D4] {$\lambda_n$};
  \node (D6) [right of=D5] {};

  \draw [overbrace style] (D2.north west) -- (D5.north east) node [overbrace text style] {$l_n$};

  \node (S) [left of=C] {start};
  \node (E) [right of=C6] {end};

  \path[-] (A.center) edge node {$p_1$} (A2);
  \path[-] (B.center) edge node {$p_2$} (B2);
  \path[-] (D.center) edge node {$p_n$} (D2);

  \path[-] (A2) edge node {} (A3);
  \path[-] (B2) edge node {} (B3);
  \path[-] (D2) edge node {} (D3);

  \path[-] (A3) edge node {} (A4);
  \path[-] (B3) edge node {} (B4);
  \path[-] (D3) edge node {} (D4);

  \path[-] (A4) edge node {} (A5);
  \path[-] (B4) edge node {} (B5);
  \path[-] (D4) edge node {} (D5);

  \path[-] (A5) edge node {} (A6.center);
  \path[-] (B5) edge node {} (B6.center);
  \path[-] (D5) edge node {} (D6.center);

  \path[-] (A.center) edge node {} (D.center);
  \path[-] (A6.center) edge node {} (D6.center);

  \path (S) edge node {} (C.center);
  \path (C6.center) edge node {} (E);

\end{tikzpicture}
\end{document}