In the unlikely event that you have evidence suggesting that allocating empty collections is harming performance, you can avoid the allocations by returning the same immutable empty collection repeatedly, as immutable objects may be shared freely (Item 17). Here is the code to do it, using the Collections.emptyList method. If you were returning a set, you’d use Collections.emptySet; if you were returning a map, you’d use Collections.emptyMap.
Caveat/suggestion: First, you should be confident that your client is okay with an immutable collection (or that they're okay with copying it into a new one themselves if they want to modify it).
Second, be sure to state in your documentation that the collection you're returning is immutable, as there isn't otherwise clear indication—as pointed out earlier, there isn't a "ImmutableList" interface, which means your client might have to find out the hard way: at runtime.