Lynchburg Police are investigating the report of a shooting near the University of Lynchburg around 4:30 yesterday morning.   A 21-year-old man came to the hospital with a gunshot wound to the arm. He told officers he was in a parking lot near Vernon Street when he heard a gunshot and then realized he had been struck.   Police weren’t able to locate a crime scene or any witnesses. The University of Lynchburg’s Office of Campus Safety and Security helped with the investigation. The male victim is not a student at the university.