How does Pericles lose Thaisa at sea?

After he marries Thaisa and she becomes pregnant, Pericles discovers that the Greek emperor who hates him is dead. He wants to return to Tyre. Thaisa insists on accompanying him though she is with child. Thaisa dies giving birth to a baby girl, whom Pericles puts his wife in a chest with spices and jewels and a note and casts it into the sea.