There is an obvious property of the Wigner function when one takes the limit $p\rightarrow\infty$. By the Riemann's lemma, the Wigner function is expected to go to zero in this limit but it does driven by the largest eigenvalue. Your question can be stated in the following way. The Wigner function for a generic operator $A$ can be defined as
$$ W_A(x,p)=\frac{1}{2\pi\hbar}\int_{-\infty}^{+\infty}dy e^{-\frac{i}{\hbar}py}\langle x-y|A|x+y\rangle. $$
Now, assume that you have diagonalized $A$ so that $A|a_n\rangle=a_n|a_n\rangle$, you can write immediately
$$W_A(x,p)=\frac{1}{2\pi\hbar}\sum_n a_n\int_{-\infty}^{+\infty}dy e^{-\frac{i}{\hbar}py}\phi_n^*(x-y)\phi_n(x+y)=\frac{1}{2\pi\hbar}\sum_n a_n W_n(x,p) $$
being $\phi_n(x)=\langle a_n|x\rangle$. Of course, if the spectrum of $A$ will not run to infinity, taking the limit of increasing $p$ should grant the work done. This can also be argued from the unbounded case of the Hamiltonian of the harmonic oscillator. In this case you will get
$$W_A(x,p)=\sum_n E_n W_n^{H.O.}(x,p)$$
being now
$$ W_n^{H.O.}(x,p)=\frac{(-1)^n}{\pi\hbar}e^{-\frac{p^2}{\hbar^2\kappa^2}-\kappa^2x^2}L_n\left(2\frac{p^2}{\hbar^2\kappa^2}+2\kappa^2x^2\right)$$
and $L_n(x)$ the Laguerre polynomials and $\kappa^2=m\omega/\hbar$. In the limit $p\rightarrow\infty$, being $x$ fixed, the Laguerre polynomial will give the driving contribution $p^n$. In this particular case, it is the "energy" of the oscillator to drive to zero with the power of $n$.
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