When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and consistent from shot-to-shot. Above the lasing threshold, the spectrum of emitted light becomes spiky and shows strong fluctuations from shot-to-shot. Recent experiments have reported that emitted intensity resembles a power-law distribution (\emph{i.e.} L\'evy statistics). Recent theories have described the emergence of L\'evy statistics as an intrinsic property of lasing in random media. To separate intrinsic intensity fluctuations from the motion of scatterers, we compare the statistics of samples with stationary or freely-diffusing scatterers. Consistent with previous reports, we observe L\'evy-like statistics when intensity data are pooled across an ensemble of scatterer configurations. For fixed scatterers, we find exponential intensity distributions whose mean intensities vary widely across wavelengths. L\'evy-like statistics re-emerges when data are combined across many lasing modes. Additionally, we find strong correlations of lasing peak intensities across wavelengths. A simple mean-field statistical model captures the observed one- and two-point statistics, where correlations in emission intensity arise from competition among all lasing modes for limited gain.
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