First, if you know that intermediate lists always have 3 elements, you'll probably be better off using Tuple types for those. And tuples can specify independently the types of their elements. So something like this might suit your purposes:
julia> l = [(Int64[], Int64[], Float64[]) for _ in 1:10]
10-element Array{Tuple{Array{Int64,1},Array{Int64,1},Array{Float64,1}},1}:
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
julia> push!(l[1][3], 5)
1-element Array{Float64,1}:
5.0
julia> l
10-element Array{Tuple{Array{Int64,1},Array{Int64,1},Array{Float64,1}},1}:
([], [], [5.0])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
([], [], [])
A few details to note here, that might be of interest to you:
Empty but typed lists can be constructed using T[], where T is the element type.
collect(f(i) for i in 1:n) is essentially equivalent to a simple comprehension (like you're used to in python): [f(i) for i in 1:n]. Note that since variable i plays no role here, you can replace it with a _ placeholder so that it more immediately appears to the reader that you're essentially creating a collection of similar objects (but not identical, in the sense that they don't share the same underlying memory; modifying one won't affect the others).
I don't know of any better way to initialize such a collection and I wouldn't think that using collect(or a comprehension) is a bad idea here. For collections of identical objects, fill provides a useful shortcut, but it wouldn't apply here because all sub-lists would be linked.
Now, if all inner sublists have the same length, you might want to switch to a slightly different data structure: a vector of vectors of tuples:
julia> l2 = [Tuple{Int64,Int64,Float64}[] for _ in 1:10]
10-element Array{Array{Tuple{Int64,Int64,Float64},1},1}:
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
julia> push!(l2[2], (1,2,pi))
1-element Array{Tuple{Int64,Int64,Float64},1}:
(1, 2, 3.141592653589793)
julia> l2
10-element Array{Array{Tuple{Int64,Int64,Float64},1},1}:
[]
[(1, 2, 3.141592653589793)]
[]
[]
[]
[]
[]
[]
[]
[]