Emergency services were called to Kilburn on Saturday night after a man was seen brandishing a knife.
Police and paramedics rushed to Kilburn High Road at 8.10pm on August 11 following calls from members of the public. Officers searched the area but no suspect or knife was found.
No injuries were reported, police said.
Anyone with information is asked to call police on 101 quoting 6792/11AUG
Alternatively call Crimestoppers anonymously on 0800 555 111.
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