Financial Instruments - Additional Information (Detail) (USD $)						3 Months Ended				3 Months Ended			3 Months Ended					3 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2007	Dec. 31, 2011 Other Current Liabilities	Dec. 31, 2011 Other Noncurrent Liabilities	Mar. 31, 2011 Interest Rate Cap	Dec. 31, 2010 Interest Rate Cap	Mar. 31, 2011 Forward Starting Interest Rate Cap From December Two Thousand Eleven To December Two Thousand Twelve	Mar. 31, 2011 Forward Starting Interest Rate Cap From December Two Thousand Twelve To December Two Thousand Thirteen	Mar. 31, 2011 Forward Starting Interest Rate Cap	Mar. 31, 2011 Forward Starting Interest Rate Swaps Derivative	Mar. 31, 2011 One Point Nine One Percent Forward Starting Interest Rate Swaps	Mar. 31, 2011 Two Point Five Zero Percent Forward Starting Interest Rate Swaps	Mar. 31, 2011 One Point Nine Six Percent Forward Starting Interest Rate Swaps	Mar. 31, 2011 One Point Three Two Percent Forward Starting Interest Rate Swaps	Dec. 31, 2010 Interest Rate Swap	Dec. 31, 2007 Interest Rate Swap	Dec. 31, 2010 Two Point Three Eight Percent Forward Starting Interest Rate Swaps	Dec. 31, 2007 Four Point Seven Six Percent Forward Starting Interest Rate Swaps	Dec. 31, 2007 Four Point Eight Seven Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Total notional amount of interest rate cash flow hedges						$ 275,000,000	$ 1,000,000,000	$ 450,000,000	$ 400,000,000		$ 425,000,000	$ 225,000,000	$ 100,000,000	$ 25,000,000	$ 75,000,000		$ 150,000,000	$ 600,000,000	$ 75,000,000
Premium paid on interest rate cap						30,000	240,000			740,000
Interest rate percentage above which counter party agrees to pay the difference						2.25%	2.25%			7.00%
Maturity date of interest rate cash flow hedges						Dec. 01, 2011	Dec. 01, 2011						Dec. 01, 2014	Dec. 01, 2013	Dec. 01, 2012			May 01, 2015	Oct. 01, 2012	Oct. 01, 2011
Number of additional forward starting interest rate swaps											6
Fixed rate payable on interest rate swap												1.91%	2.50%	1.96%	1.32%			2.38%	4.76%	4.87%
Number of interest rate swaps			2				3									4
Reduction in the notional amount of interest rate swap																			50,000,000
Fair value of our interest rate swaps, liability	$ 41,000,000	$ 48,000,000		$ 4,000,000	$ 44,000,000