  This note is concerned with weakly interacting stochastic particle systems
with possibly singular pairwise interactions. In this setting, we observe a
connection between entropic propagation of chaos and exponential concentration
bounds for the empirical measure of the system. In particular, we establish a
variational upper bound for the probability of a certain rare event, and then
use this upper bound to show that "controlled" entropic propagation of chaos
implies an exponential concentration bound for the empirical measure. This
connection allows us to infer concentration bounds for a class of singular
stochastic systems through a simple adaptation of the arguments developed in
Jabin and Wang (2018).
