Depression and Anxiety during Pregnancy may predict sleep problems for babies, says the University of Rochester Medical Center in New York.
I think I have to wait for more details of the study, and see if they considered pregnancy-related stressors (like a difficult pregnancy) causing the mother's anxiety, and family stressors (separation, another baby, a miscarriage, etc) that may also affect the baby's sleeping habits.
Chances are, they probably did, because it would be one of the first things mothers would point out to them (or psychologists would note).
Meanwhile, I guess I have to consider myself properly warned that my son could have problems with his sleep because I definitely was an anxious Mom. I had a difficult pregnancy, one that chained me to the bed for around three months. That is bound to make anyone feel depressed. And the confinements were very stressful times as well.