Sofia Coppola has given birth to a baby girl.The director and her French musician boyfriend Thomas Mars welcomed their first child, daughter Romy, into the world in Paris on Tuesday. Coppola's representative said: "Baby, mom and dad are all doing great." Coppola recently admitted she was delighted to be having a girl and was looking forward to shopping for baby clothes. She said: "I'm so excited to have a little girl and have the chance to go on a good shopping spree. All those little dresses, it is going to be so much fun. Coppola and Mars met when his band Phoenix wrote the track 'Too Young' for the 'Lost In Translation' soundtrack, which was directed by Coppola. Frontman Mars and his band also made a cameo appearance in the female filmmaker's latest movie 'Marie Antoinette', which was booed at the Cannes Film Festival this year. Coppola was previously married to director Spike Jonze for four years. They divorced in 2003.