The "Little Women: LA" star shared the news Monday, telling TMZ ... "It is with our deepest sorrow that we send our baby girl Violet Eva Carazo to play with the angels." She continues, "We were able to spend two weeks with our sweet baby girl and for that we are forever thankful. Please respect our privacy during this difficult time. Your thoughts and prayers are very much appreciated."

We're told Violet arrived earlier this month, 7 weeks before her due date. She weighed just 3 lbs and 15 oz. and measured 15 inches long at birth. Christy had announced her pregnancy with boyfriend Gonzalo Justo Carazo last year.

Violet Eva was Christy's third child.