Financial Instruments - Additional Information (Detail) (USD $)	12 Months Ended					12 Months Ended			12 Months Ended									3 Months Ended
	Dec. 31, 2011	Dec. 31, 2007	Dec. 31, 2013 Fair Value Hedge	Dec. 31, 2012 Fair Value Hedge	Dec. 31, 2011 Fair Value Hedge	Dec. 31, 2011 Forward Starting Interest Rate Swaps Derivative	Dec. 31, 2010 Forward Starting Interest Rate Swaps Derivative	Dec. 31, 2011 One Point Nine One Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 One Point Three Two Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 One Point Nine Six Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 Two Point Five Zero Percent Forward Starting Interest Rate Swaps	Dec. 31, 2010 Two Point Three Eight Percent Forward Starting Interest Rate Swaps	Dec. 31, 2013 Interest Rate Swap	Dec. 31, 2012 Interest Rate Swap	Dec. 31, 2007 Interest Rate Swap	Dec. 31, 2013 Interest Rate Swap Other Current Liabilities	Dec. 31, 2013 Interest Rate Swap Other Noncurrent Liabilities	Dec. 31, 2007 Four Point Eight Seven Percent Forward Starting Interest Rate Swaps	Dec. 31, 2007 Four Point Seven Six Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 Cash Flow Hedging Interest Rate Cap from December Twenty Eleven to December Twenty Twelve	Dec. 31, 2011 Cash Flow Hedging Interest Rate Cap from December Twenty Twelve to December Twenty Thirteen	Dec. 31, 2011 Cash Flow Hedging Forward Starting Interest Rate Swaps	Dec. 31, 2011 Cash Flow Hedging One Point Nine One Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 Cash Flow Hedging One Point Three Two Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 Cash Flow Hedging One Point Nine Six Percent Forward Starting Interest Rate Swaps	Dec. 31, 2011 Cash Flow Hedging Two Point Five Zero Percent Forward Starting Interest Rate Swaps	Dec. 31, 2010 Cash Flow Hedging Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Fair value of hedges outstanding			$ 0	$ 0	$ 0
Notional amount of interest rate cash flow hedges															150,000,000			75,000,000		450,000,000	400,000,000	425,000,000	225,000,000	75,000,000	25,000,000	100,000,000	600,000,000
Derivative cap interest rate	7.00%
Premium paid on interest rate cap	740,000
Maturity date of interest rate cash flow hedges	Dec. 01, 2013								Dec. 01, 2012	Dec. 01, 2013	Dec. 01, 2014	May 01, 2015						Oct. 01, 2011	Oct. 01, 2012
Number of additional forward starting interest rate swaps						6	4
Average fixed rate payable on interest rate swap								1.91%
Fixed rate payable on interest rate swap									1.32%	1.96%	2.50%	2.38%						4.87%	4.76%
Number of interest rate swaps		2
Reduction in the notional amount of interest rate swap																			50,000,000
Fair value of our interest rate swaps, liability													$ 24,000,000	$ 41,000,000		$ 19,000,000	$ 5,000,000