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6 June 2021, 15:42 | Updated: 7 June 2021, 09:42
The Duke and Duchess of Sussex have welcomed their second child - a baby daughter named Lilibet "Lili" Diana Mountbatten-Windsor.
Prince Harry and Meghan announced that the infant, a first sibling for Archie, was born on Friday in California.
Lili is named after her great-grandmother the Queen - who was affectionately nicknamed Lilibet by her family - and her grandmother, the late Princess Diana.
A Buckingham Palace spokesperson said: "The Queen, The Prince of Wales and The Duchess of Cornwall, and The Duke and Duchess of Cambridge have been informed and are delighted with the news of the birth of a daughter for The Duke and Duchess of Sussex."
A statement from the couple's press secretary said that she was born at 11.40am on Friday "in the trusted care of the doctors and staff at Santa Barbara Cottage Hospital in Santa Barbara, California".
She weighed 7lbs 11oz (3.5kg) and her and Meghan are said to be "healthy and well, and settling in at home".
Harry and Meghan, who live in Montecito, said on their Archewell website: "On June 4, we were blessed with the arrival of our daughter, Lili.
"She is more than we could have ever imagined, and we remain grateful for the love and prayers we've felt from across the globe. Thank you for your continued kindness and support during this very special time for our family."
The new baby is the Queen's 11th great-grandchild and the first of the Queen's great-grandchildren to be born outside the UK.
Lilibet was first used when Princess Elizabeth was a toddler and unable to pronounce her own name properly.
Her grandfather, King George V, would affectionately call her 'Lilibet' imitating her own attempts to say Elizabeth.
The nickname stuck and from then on she became Lilibet to her family.
Prince Philip also referred to his wife as Lilibet, writing to his mother-in-law after their wedding: "Lilibet is the only 'thing' in the world which is absolutely real to me."
Lili's birth comes three months after her parents gave a controversial interview to Oprah Winfrey about their treatment from the media and the Royal Family.
Lili will be entitled to be a princess and Archie a prince - both with HRH styles - when the Queen dies and Prince Charles becomes king.
This is because they will have moved up the line of succession to become the children of a son of a monarch.
Despite Harry and Meghan quitting as senior working royals, Lili is eighth in line to the throne, coming after Archie, who is seventh in line.
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Analysis: The chosen name shows family still matters
By Rhiannon Mills, royal correspondent
For almost 48 hours, they kept the news from the world.
Time for Prince Harry and Meghan to take it all in, and get to know their little girl.
It couldn't be more different from the royal way, where we're used to hearing within hours about the new arrival.
When their son Archie was born in 2019, they were already protective of how the announcement was made.
They did not go with the usual protocol and have a big photocall to present their baby to the world.
However this time, now outside of the royal fold, they have been able to completely control the news how they wanted.
But don't forget since moving away they have worked hard to set themselves up as a global brand, and that means a global spotlight on their personal lives.
If you couple that with the fact that this is the Queen's 11th great-grandchild, and her first to be born outside of the UK, the international interest in this child is still going to be huge.
The names they've given the little girl also stand out.
To be fair, they often do when the Windsors welcome a new arrival, as we try to dissect why certain names have been chosen.
But their daughter has been given names with the most royal connections.
In previous years that wouldn't necessarily be surprising, but now they do stand out after Harry and Meghan's decision to step away from royal life, and their very public disagreements with other members of the Royal Family.
The choice of Lilibet, the Queen's nickname, is in some ways an unexpected choice but a sign that family still matters despite everything that has been said.
Both Harry and Meghan have spoken warmly about Her Majesty during interviews, despite being critical of the family and the institution that she leads.
Yes, in recent weeks, Harry has again been very open about how much his mother meant to him during interviews and his response to the scandal around Diana's 1996 appearance on Panorama.
In many ways it was inevitable and a loving tribute from her son that he would want to include Diana as his daughter's middle name.
It's also worth remembering that Prince William's daughter, Princess Charlotte, also has Diana and Elizabeth as her middle names.
In many ways this baby girl, born in California, will have a very different upbringing from her cousin.
But as the Queen has always said in statements, the Sussexes are much loved members of the family, and in her names Lilibet Diana Mountbatten-Windsor will forever be very much part of the Windsor dynasty.
(c) Sky News 2021: Harry and Meghan announce birth of baby daughter, saying: 'She is more than we could have ever imagined'