I'm trying to draw a Markov chain transition diagram showing a success run like such:

However, my own attempt looks rather ugly compared the the picture above:
\documentclass[border=10pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{positioning}
\begin{document}
\begin{tikzpicture}
[%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
node distance =.8cm,
place/.style={rectangle,draw=blue!50,fill=blue!20,thick,
inner sep=0pt,minimum size=6mm}
]%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\node[place] (1) {$0$};
\node[place] (2) [right=of 1] {$1$};
\node[place] (3) [right=of 2] {$2$};
\node[place] (4) [right=of 3] {$3$};
\node[text] (5) [right=of 4] {$\cdots\cdots$};
\node[place] (6) [right=of 5] {$2021$};
\node[text] (7) [right=of 6] {$\cdots$};
\draw [->,thick] (1.south west) to [bend left=55] node[left] {1} (1.north west);
\draw [->,thick] (1.north east) to [bend left=15] node[above] {$P_0$} (2.north west);
\draw [->,thick] (2.north east) to [bend left=15] node[above] {$P_1$} (3.north west);
\draw [->,thick] (3.north east) to [bend left=15] node[above] {$P_2$} (4.north west);
\draw [->,thick] (4.north east) to [bend left=15] node[above] {$P_3$} (5.north west);
\draw [->,thick] (5.north east) to [bend left=15] node[above] {$P_{2020}$} (6.north west);
\draw [->,thick] (6.north east) to [bend left=15] node[above] {$P_{2021}$} (7.north west);
\draw [<-,thick] (1.south east) to [bend right=15] node[below] {$1-P_3$} (4.south west);
\draw [<-,thick] (1.south east) to [bend right=15] node[below] {$1-P_2$} (3.south west);
\end{tikzpicture}
\end{document}
with overlapping arrows and such. Any suggestions on replicating the first diagram?

