Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended
	Nov. 17, 2012	Aug. 25, 2012	Nov. 19, 2011	Nov. 17, 2012 Treasury rate locks [Member]	Aug. 25, 2012 Treasury rate locks [Member] Derivative	May 05, 2012 Treasury rate locks [Member] Derivative	Aug. 25, 2012 Treasury rate locks [Member] Loss on two expired treasury rate locks [Member]	May 05, 2012 Treasury rate locks [Member] Loss on two expired treasury rate locks [Member]	Aug. 25, 2012 Treasury Rate Lock, One [Member]	May 05, 2012 Treasury Rate Lock, One [Member]	Aug. 25, 2012 Treasury Rate Lock, Two [Member]	May 05, 2012 Treasury Rate Lock, Two [Member]
Derivative [Line Items]
Number of treasury rate locks					2	2
Notional amount of cash flow hedges									$ 100,000,000	$ 300,000,000	$ 100,000,000	$ 100,000,000
Senior notes issued during period	300,000,000			300,000,000		500,000,000
Expiration date of cash flow hedge agreement		November 1, 2012				April 20, 2012
Fixed rates of the hedges based on LIBOR									2.07%	2.09%	1.92%	2.07%
Derivative instrument, variable interest rate years					10 years	10 years
Losses recognized in OCI upon expiration of swaps							5,100,000	2,800,000
Ineffective portion recognized of forward starting swaps					0	0
Derivative description of terms					The locks were benchmarked based on the 10-year U.S. treasury notes	The locks were benchmarked based on the 10-year U.S. treasury notes
Derivative losses recorded in Accumulated other comprehensive loss	12,700,000
Net derivative losses amortized into interest expense	412,000		406,000
Net derivative loss expected to be reclassified over next 12 months	$ 922,000