We develop a theory of lasing of a collection of pumped active atoms without a resonator (either regular or random). Due to spontaneous emission into free space, phases of free space electromagnetic modes fluctuate. These phase fluctuations can be reduced to frequency fluctuations. The closer the frequency of fluctuation to the transition frequency of the active atoms, the higher lifetime of the fluctuation. We show that because of this, the average frequency of modes pulls toward the transition frequency. This leads to a maximum in the density of states of the electromagnetic field and a decrease of the mode group velocity. Consequently, the coupling of modes with atoms as well as the lifetime of fluctuations increase. Thus, mode pulling provides positive feedback. When the pump rate exceeds a certain threshold, the lifetime of one of the realized fluctuations diverges, and radiation becomes coherent.