Financial Instruments and Fair Value Measurements (Details Textual)	3 Months Ended		12 Months Ended
	Dec. 31, 2010 JPY (¥)	Mar. 31, 2010 JPY (¥)	Dec. 31, 2011 USD ($)	Dec. 31, 2010 USD ($)	Dec. 31, 2009 USD ($) InterestRateSwapContract Bonds	Dec. 31, 2009 JPY (¥)	Sep. 30, 2010 Interest Rate Swap Member JPY (¥)	Mar. 31, 2010 Interest Rate Swap Due 2010 [Member] JPY (¥)	Dec. 31, 2011 Interest Rate Swap Due 2014 [Member] JPY (¥)	Dec. 31, 2011 Euro [Member] InterestRateSwapContract	Dec. 31, 2011 British sterling pound [Member] InterestRateSwapContract	Dec. 31, 2011 Japanese yen [Member] InterestRateSwapContract
Derivative [Line Items]
Number of interest rate swap contracts					39	39				33	3	3
Notional amount of cash flow hedge instruments			$ 1,300,000	$ 155,000,000	$ 157,700,000		¥ 13,000,000,000	¥ 4,300,000,000	¥ 10,000,000,000
Interest rate swap settled	13,000,000,000	10,000,000,000				4,300,000,000
Financial Instruments and Fair Value Measurements (Textual) [Abstract]
Maximum length of time hedged in Cash Flow Hedge			less than 10 years
Interest rate swap contract value outstanding			1,300,000,000
Interest rate cap contract value outstanding			25,700,000
Unsettled derivative contract included in accounts payable and accrued expenses			28,500,000	1,400,000
Accumulated other comprehensive income (loss)				51,700,000	43,600,000
Foreign currency exchange and derivative gains (losses), net					5,700,000
Recorded for ineffectiveness			1,800,000	0	0
Interest expense reclassified			8,600,000
Combined notional amount of interest rate swap contracts			$ 1,300,000,000
Number of variable rate TMK Bonds					2	2
Number of interest rate contracts entered into					2	2