  We consider the Wigner ensemble of Hermitian n-dimensional random matrices
and study the correlation function K(s',s") of their moments in the limit when
the numbers s', s" of the moments are proportional to n to the power 2/3. We
show that the limiting expression of K does not depend on the moments of the
random matrix elements. The proof is based on a combination of the arguments by
Ya. Sinai and A. Soshnikov with the detailed study of a moment analog of the
Inverse Participation Ratio of the Gaussian Unitary Invariant Ensemble (GUE).
