\documentclass{article}
\usepackage{gensymb}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{2mm}
\usepackage{tikz}
\usetikzlibrary{arrows,positioning,decorations.pathreplacing,shapes} 
\tikzset{
    %Define standard arrow tip
    >=stealth',
    % Define arrow style
    pil/.style={
           ->,
           thick}
}

\begin{document}
\begin{preview}
\begin{tikzpicture}
    \draw[fill=gray!30, label=$a$] (0,0) -- node[above, near start] {$\cdot$} (0.5,0)
                        arc (0:90:0.5cm);
    \draw[pil] (0,0) -- node[near end, above] {$\vec a$} (3cm, 0);
    \draw[pil]  (0,0) -- node[near end, right] {$\vec b$} (90:2cm);
  \end{tikzpicture}
\end{preview}
\end{document}
