Not a problem. The Amsterdam ArenA is just a 5 minutes walk away from the trainstation Amsterdam Arena Bijlmer. This is one of the bigger trainstations in Amsterdam. Here you can take a train, or the underground (metro in Dutch) back to the city center. The trainstation can be busy after a concert and they probably close it off for a short time so it won't get to busy on the platforms. But seriously, getting back to the city center is not a problem. Just don't take a cab, they are quite expensive in Amsterdam. Public transport (trams, underground, trains) is great in Amsterdam.
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