The call was received by the police control room around 3.10 am after which all the arriving trains were checked, said DCP (Railways) Parwaiz Ahamad.
"The caller did not give name of the train and on which station it was reaching, so all the arriving trains were extensively checked but nothing was found," said the officer.
Police said the searches were made till 9.30 am when most trains reach the New Delhi station.
Further investigation is underway, said a police officer.
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