PWM

int ledRED = 9;
int ledGREEN = 10;
int ledBLUE = 11;

int nowR = random(0, 255);
int nowG = random(0, 255);
int nowB = random(0, 255);

int toR = random(0, 255);
int toG = random(0, 255);
int toB = random(0, 255);

void setup() {
  pinMode(ledRED, OUTPUT);
  pinMode(ledGREEN, OUTPUT);
  pinMode(ledBLUE, OUTPUT);
}

void loop() {
  setColor(nowR, nowG, nowB);

  if(nowR == toR) toR = random(0, 255);
  if(nowG == toG) toG = random(0, 255);
  if(nowB == toB) toB = random(0, 255);

  if(nowR < toR) nowR++; else nowR--;
  if(nowG < toG) nowG++; else nowG--;
  if(nowB < toB) nowB++; else nowB--;
  
  delay(10);
}

void setColor(int red, int green, int blue)
{
  analogWrite(ledRED, red);
  analogWrite(ledGREEN, green);
  analogWrite(ledBLUE, blue); 
}