This while loop never ends and even if it did all the for loops do is to make a go from 0 to 255 then back down to zero again over and over again. The value of a is never even used as the while loop never ends.
There is no need for a while loop because the loop() function repeats anyway as the comment says. Take it out along with one of the for loops, change the order of the code and remove the semi-colon from the end of the for loop line, tidy up the code to make it easier to read and you get
for(a = 255; a >= 0; a = a - 10)
// set the brightness of pin 9:
// wait for 30 milliseconds to see the dimming effect