Your question wasn't specific. It depends also if you are talking about arrays of primitives or of objects. I was thinking of the latter, where each "row" can have a different length and must be initialized separately..

1. int[][] a = new int[10][20];
2. a[1][2] = 55;
3. println(a[3].length);
4. 
   
5. String[][] sa = new String[5][];
6. sa[0] = new String[3];
7. sa[1] = new String[5];
8. // sa[2] is null
9. sa[3] = new String[7];
10. sa[4] = new String[11];
11. sa[1][2] = "Foo";
12. println(sa[1]);

Note that instead of using multidimensional arrays, we often prefer to use a simple array and manage ourself the layout of data. See for example pixels[] which is a single dimension array managing data in two dimensions (sketch's surface).