Pei Xia Chen (C) widow of New York Police Department (NYPD) officer Wenjian Liu holds a NYPD flag as NYPD officers load her husband's casket for a procession during his funeral in New York's borough of Brooklyn on January 4, 2015. A sea of blue uniformed officers crowded around a Brooklyn funeral home to honor Wenjian Liu, 32, shot in the head with partner Rafael Ramos, 40, on December 20, 2014 as the pair sat in their patrol car. The brutal double-slaying at the hands of a black gunman claiming to be avenging the deaths of African-Americans during confrontations with police shocked the nation's largest city. AFP PHOTO/JEWEL SAMAD (Photo credit should read JEWEL SAMAD/AFP/Getty Images)
NEW YORK, NY - JANUARY 04: Pei Xia Chen, the widow of New York City Police Officer Wenjian Liu, cries while holding his picture following a funeral service at Aievoli Funeral Home in the Dyker Heights neighborhood on January 4, 2015 in the Brooklyn borough of New York City. Liu was killed with his partner Rafael Ramos on December 20, when the two were shot by Ismaaiyl Brinsley while sitting in their patrol car. (Photo by Eric Thayer/Getty Images)
NEW YORK, NY - JANUARY 04: Pei Xia Chen (L), widow of New York Police Officer Wenjian Liu, walks with his portrait during the funeral for Officer Wenjian Liu in the Dyker Heights neighborhood on January 4, 2015 in the Brooklyn borough of New York City. Liu was killed with his partner Rafael Ramos on December 20 when the two were shot by Ismaaiyl Brinsley while sitting in their patrol car. (Photo by Kevin Mazur/Getty Images)
Widow Pei Xia Chen holds a photo of slain New York Police Department officer Wenjian Liu as his casket departs his funeral in the Brooklyn borough of New York January 4, 2015. New York Mayor Bill de Blasio appealed for reconciliation on Sunday in his eulogy for the second of two police officers murdered last month, two deaths that led to accusations the mayor had contributed to an anti-police climate. REUTERS/Carlo Allegri (UNITED STATES - Tags: CRIME LAW OBITUARY TPX IMAGES OF THE DAY)
BROOKLYN, NEW YORK CITY, NEW YORK, UNITED STATES - 2015/12/20: Father of slain NYPD officer Wenjian Liu, Weitang Liu speaks out emotionally with Xia Chen Pei at side. NYC mayor Bill de Blasio joined the families of slain NYPD officers Wenjian Liu and Rafael Ramos to dedicate a plaque in memory of the officers at the 8th precinct house in Brooklyn. (Photo by Andrew Katz/Pacific Press/LightRocket via Getty Images)
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Liu, 32, and Chen, known as "Sanny," were married just three months before the hero cop's murder. The night after he was killed, she had a dream, in which he handed her a baby girl.
"I got pregnant through the [in-vitro fertilization] procedure," Chen said. "And I told my friend, 'It's going to be a baby girl.' My friend said, 'No, you haven't even checked the sonograms,' but I was right!"
Liu and his partner, Rafael Ramos, were gunned down by Ismaaiyl Brinsley, as they sat inside their marked patrol car in Bedford-Stuyvesant in December 2014.
Brinsley, 28, had previously posted anti-cop rants on social media, including "I'm Putting Wings On Pigs Today. They Take 1 Of Ours ... Let's Take 2 of Theirs," referring to the death of Eric Garner.
He killed himself after shooting the two officers.
Detective Liu's parents, Wei Tang Liu and Xiu Yan Li, also gathered at Weill Cornell Hospital to celebrate the birth of their granddaughter.
Liu's father spoke in Cantonese to PIX11 on Tuesday, and said he didn't know it was possible to be happy again after the death of his son, but said he cried tears of joy and exclaimed "my heart is filled with love," adding that the baby looks "just like her daddy."
Chen said she can't wait to tell her daughter that her father was a hero and introduce her to the New York City Police Department that she lovingly refers to as her "big blue family."