Derivative Net Asset Position Aggregate Fair Value

No definition available.

Name:	arrs_DerivativeNetAssetPositionAggregateFairValue
Namespace Prefix:	arrs_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

+ Details

Name:	invest_DerivativeNotionalAmount
Namespace Prefix:	invest_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=112277219&loc=d3e80748-113994

+ Details

Name:	us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Amount of a favorable spread to a debt holder between the amount of debt being converted and the value of the securities received upon conversion. This is an embedded conversion feature of convertible debt issued that is in-the-money at the commitment date.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 505
-SubTopic 10
-Section 50
-Paragraph 8
-URI http://asc.fasb.org/extlink&oid=109259400&loc=d3e21538-112644

+ Details

Name:	us-gaap_DebtInstrumentConvertibleBeneficialConversionFeature
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

Name:	us-gaap_DebtInstrumentDescriptionOfVariableRateBasis
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Date the entity entered into the derivative contract, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInceptionDates
Namespace Prefix:	us-gaap_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeMaturityDates
Namespace Prefix:	us-gaap_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativesFairValueLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (d)(1)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959

+ Details

Name:	us-gaap_GainLossOnInterestRateCashFlowHedgeIneffectiveness
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Maximum period of time the entity is hedging its exposure to variability in future cash flows for forecasted transactions, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Excludes forecasted transactions related to payment of variable interest on existing financial instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=112277219&loc=d3e80748-113994

+ Details

Name:	us-gaap_MaximumLengthOfTimeForeignCurrencyCashFlowHedge
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=arrs_TwoPointTwoFiveInterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=arrs_TwoPointSixThreePercentInterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_ForwardContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_CreditFacilityAxis=arrs_TermLoanA1FacilityMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=arrs_ZeroPointNineEightInterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Derivative Instruments and Hedging Activities (Detail Textuals) € in Millions, £ in Millions, R in Millions, $ in Millions, $ in Millions, $ in Millions	3 Months Ended	9 Months Ended	12 Months Ended
	Sep. 30, 2018 USD ($)	Sep. 30, 2018 USD ($)	Dec. 31, 2016 USD ($)	Dec. 31, 2015 USD ($)	Sep. 30, 2018 ZAR (R)	Sep. 30, 2018 GBP (£)	Sep. 30, 2018 EUR (€)	Sep. 30, 2018 CAD ($)	Sep. 30, 2018 AUD ($)	Dec. 31, 2017 USD ($)
Derivatives, Fair Value [Line Items]
Hedge ineffectiveness in earnings	$ 0.1	$ 0.5
Amount estimated reclassified as an increase to interest expense		9.6
Fair value of derivatives in net asset position	24.5	$ 24.5								$ 6.1
Maximum time frame for derivatives		12 months
2.25% Interest Rate Swaps Matures on March 31, 2020 \| Cash Flow Hedging
Derivatives, Fair Value [Line Items]
Variable-rate debt upon conversion				$ 625.0
Fixed interest rate				2.25%
Description of variable rate basis				one-month LIBOR
Maturity date		Mar. 31, 2020
Interest rate swap \| Cash Flow Hedging
Derivatives, Fair Value [Line Items]
Derivative notional amount	$ 1,075.0	$ 1,075.0
2.63% Interest Rate Swaps Matures on June 30, 2022 \| Cash Flow Hedging
Derivatives, Fair Value [Line Items]
Variable-rate debt upon conversion		$ 1,075.0
Fixed interest rate	2.63%	2.63%			2.63%	2.63%	2.63%	2.63%	2.63%
Maturity date		Jun. 30, 2022
Inception date		Mar. 31, 2020
Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative notional amount					R 475.4	£ 20	€ 15	$ 41	$ 40
Term Loan A-1 Facility \| 0.98% Interest Rate Swaps Matures on March 31, 2020 \| Cash Flow Hedging
Derivatives, Fair Value [Line Items]
Variable-rate debt upon conversion			$ 450.0
Fixed interest rate			0.98%
Description of variable rate basis			one-month LIBOR
Maturity date		Mar. 31, 2020